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arXiv · 1705.07122

Noncommutative Blackwell-Ross martingale inequality

Ali Talebi·Mohammad Sal Moslehian·Ghadir Sadeghi
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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.

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Ali Talebi, Mohammad Sal Moslehian, Ghadir Sadeghi. 2017-05-19. Noncommutative Blackwell-Ross martingale inequality. https://doi.org/10.1142/s0219025718500054

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