Complex Analysis and Operator Theory, Volume (16), No (2), Year (2022-2)

Title : ( Freedman Inequality in Noncommutative Probability Spaces )

Authors: , Ghadir Sadeghi , Mohammad Sal Moslehian ,

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Abstract

The classical Freedman inequality, as a martingale extension of the Bernstein inequal- ity, gives an upper bound for the tail probabilities of a supermartingale whose difference sequence is bounded above. In this paper, by employing a result of Lieb–Araki concerning the concavity of a certain map and construction of special projections corre- sponding to the event of the tail probabilities, we establish some Freedman inequalities for martingales in the setting of noncommutative probability spaces. As an application, among other things, we provide a noncommutative Bernstein-type inequality.

Keywords

Noncommutative probability space · Trace · Freedman inequality · Martingale
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@article{paperid:1091762,
author = {, and Sadeghi, Ghadir and Sal Moslehian, Mohammad},
title = {Freedman Inequality in Noncommutative Probability Spaces},
journal = {Complex Analysis and Operator Theory},
year = {2022},
volume = {16},
number = {2},
month = {February},
issn = {1661-8254},
keywords = {Noncommutative probability space · Trace · Freedman inequality · Martingale},
}

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%0 Journal Article
%T Freedman Inequality in Noncommutative Probability Spaces
%A ,
%A Sadeghi, Ghadir
%A Sal Moslehian, Mohammad
%J Complex Analysis and Operator Theory
%@ 1661-8254
%D 2022

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