Noncommutative Blackwell-Ross martingale inequality

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.

arXiv comment9 pages, to appear in Infin. Dimens. Anal. Quantum Probab. Relat. Top

References in corpus (1)

• Noncommutative martingale concentration inequalities

Cited by in corpus (2)

• Maximal inequalities in quantum probability spaces
• Non-commutative Stein inequality and its applications