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math.PR2012
Kolmogorov's law of the iterated logarithm for noncommutative martingales
Qiang Zeng
We prove Kolmogorov's law of the iterated logarithm for noncommutative martingales. The commutative case was due to Stout. The key ingredient is an exponential inequality proved re…
math.PR2012★ 8 cited
Noncommutative martingale deviation and Poincaré type inequalities with applications
Marius Junge, Qiang Zeng
We prove a deviation inequality for noncommutative martingales by extending Oliveira's argument for random matrices. By integration we obtain a Burkholder type inequality with sati…