Noncommutative Blackwell-Ross martingale inequality
arXiv:1705.07122 · doi:10.1142/S0219025718500054
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.
9 pages, to appear in Infin. Dimens. Anal. Quantum Probab. Relat. Top