{"title":"非交换的Blackwell-Ross鞅不等式","authors":"A. Talebi, M. Moslehian, G. Sadeghi","doi":"10.1142/S0219025718500054","DOIUrl":null,"url":null,"abstract":"We establish a noncommutative Blackwell--Ross inequality for supermartingales under a suitable condition which generalize Khan's works to the noncommutative setting. We then employ it to deduce an Azuma-type inequality.","PeriodicalId":351745,"journal":{"name":"arXiv: Operator Algebras","volume":"6 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"9","resultStr":"{\"title\":\"Noncommutative Blackwell-Ross martingale inequality\",\"authors\":\"A. Talebi, M. Moslehian, G. Sadeghi\",\"doi\":\"10.1142/S0219025718500054\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We establish a noncommutative Blackwell--Ross inequality for supermartingales under a suitable condition which generalize Khan's works to the noncommutative setting. We then employ it to deduce an Azuma-type inequality.\",\"PeriodicalId\":351745,\"journal\":{\"name\":\"arXiv: Operator Algebras\",\"volume\":\"6 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-05-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"9\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv: Operator Algebras\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1142/S0219025718500054\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Operator Algebras","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/S0219025718500054","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
We establish a noncommutative Blackwell--Ross inequality for supermartingales under a suitable condition which generalize Khan's works to the noncommutative setting. We then employ it to deduce an Azuma-type inequality.
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