Exponential convergence rates for weighted sums in noncommutative probability space

2016 ◽  
Vol 19 (04) ◽  
pp. 1650027 ◽  
Author(s):  
Byoung Jin Choi ◽  
Un Cig Ji
Keyword(s):  
Probability Space ◽  
Von Neumann Algebra ◽  
Convergence Rates ◽  
Exponential Convergence ◽  
Large Deviation ◽  
Type Inequality ◽  
Independent Random Variables ◽  
Weighted Sums ◽  
Noncommutative Probability ◽  
Von Neumann

We study exponential convergence rates for weighted sums of successive independent random variables in a noncommutative probability space of which the weights are in a von Neumann algebra. Then we prove a noncommutative extension of the result for the exponential convergence rate by Baum, Katz and Read. As applications, we first study a large deviation type inequality for weighted sums in a noncommutative probability space, and secondly we study exponential convergence rates for weighted free additive convolution sums of probability measures.

REFINEMENT OF CONVERGENCE RATES FOR WEIGHTED SUMS OF INDEPENDENT RANDOM VARIABLES

2012 ◽  
Vol 05 (01) ◽  
pp. 1250007
Author(s):  
Si-Li Niu ◽  
Jong-Il Baek
Keyword(s):  
Law Of Large Numbers ◽  
Convergence Rates ◽  
Random Variables ◽  
Independent Random Variables ◽  
Weighted Sums ◽  
Counting Processes ◽  
Precise Asymptotics ◽  
Strong Law ◽  
Large Numbers ◽  
Passage Times

In this paper, we establish one general result on precise asymptotics of weighted sums for i.i.d. random variables. As a corollary, we have the results of Lanzinger and Stadtmüller [Refined Baum–Katz laws for weighted sums of iid random variables, Statist. Probab. Lett. 69 (2004) 357–368], Gut and Spătaru [Precise asymptotics in the law of the iterated logarithm, Ann. Probab. 28 (2000) 1870–1883; Precise asymptotics in the Baum–Katz and Davis laws of large numbers, J. Math. Anal. Appl. 248 (2000) 233–246], Gut and Steinebach [Convergence rates and precise asymptotics for renewal counting processes and some first passage times, Fields Inst. Comm. 44 (2004) 205–227] and Heyde [A supplement to the strong law of large numbers, J. Appl. Probab. 12 (1975) 173–175]. Meanwhile, we provide an answer for the possible conclusion pointed out by Lanzinger and Stadtmüller [Refined Baum–Katz laws for weighted sums of iid random variables, Statist. Probab. Lett. 69 (2004) 357–368].

scholarly journals Some results on the span of families of Banach valued independent, random variables

1991 ◽  
Vol 14 (2) ◽  
pp. 381-384
Author(s):  
Rohan Hemasinha
Keyword(s):  
Banach Space ◽  
Probability Space ◽  
Linear Span ◽  
Random Variables ◽  
Isomorphic Copy ◽  
Independent Random Variables ◽  
Closed Linear Span

LetEbe a Banach space, and let(Ω,ℱ,P)be a probability space. IfL1(Ω)contains an isomorphic copy ofL1[0,1]then inLEP(Ω)(1≤P<∞), the closed linear span of every sequence of independent,Evalued mean zero random variables has infinite codimension. IfEis reflexive orB-convex and1<P<∞then the closed(in LEP(Ω))linear span of any family of independent,Evalued, mean zero random variables is super-reflexive.

scholarly journals Local rigidity for actions of Kazhdan groups on noncommutative Lp-spaces

2015 ◽  
Vol 26 (08) ◽  
pp. 1550064
Author(s):  
Bachir Bekka
Keyword(s):  
Von Neumann Algebra ◽  
Regular Representation ◽  
Von Neumann ◽  
Lp Spaces ◽  
Local Rigidity ◽  
Left Regular Representation ◽  
Left Regular ◽  
Property T ◽  
Finite Factor ◽  
Finite Index Subgroup

Let Γ be a discrete group and 𝒩 a finite factor, and assume that both have Kazhdan's Property (T). For p ∈ [1, +∞), p ≠ 2, let π : Γ →O(Lp(𝒩)) be a homomorphism to the group O(Lp(𝒩)) of linear bijective isometries of the Lp-space of 𝒩. There are two actions πl and πr of a finite index subgroup Γ+ of Γ by automorphisms of 𝒩 associated to π and given by πl(g)x = (π(g) 1)*π(g)(x) and πr(g)x = π(g)(x)(π(g) 1)* for g ∈ Γ+ and x ∈ 𝒩. Assume that πl and πr are ergodic. We prove that π is locally rigid, that is, the orbit of π under O(Lp(𝒩)) is open in Hom (Γ, O(Lp(𝒩))). As a corollary, we obtain that, if moreover Γ is an ICC group, then the embedding g ↦ Ad (λ(g)) is locally rigid in O(Lp(𝒩(Γ))), where 𝒩(Γ) is the von Neumann algebra generated by the left regular representation λ of Γ.

scholarly journals On Some Conditions for Strong Law of Large Numbers for Weighted Sums of END Random Variables under Sublinear Expectations

2019 ◽  
Vol 2019 ◽  
pp. 1-8
Author(s):  
Xiaochen Ma ◽  
Qunying Wu
Keyword(s):  
Probability Space ◽  
Law Of Large Numbers ◽  
Random Variables ◽  
Weighted Sums ◽  
Dependent Random Variables ◽  
Strong Law ◽  
Sublinear Expectation ◽  
Negatively Dependent Random Variables ◽  
Large Numbers ◽  
End Random Variables

In this article, we research some conditions for strong law of large numbers (SLLNs) for weighted sums of extended negatively dependent (END) random variables under sublinear expectation space. Our consequences contain the Kolmogorov strong law of large numbers and the Marcinkiewicz strong law of large numbers for weighted sums of extended negatively dependent random variables. Furthermore, our results extend strong law of large numbers for some sequences of random variables from the traditional probability space to the sublinear expectation space context.

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