Noncommutative Blackwell–Ross martingale inequality
2018 ◽
Vol 21
(01)
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pp. 1850005
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We establish a noncommutative Blackwell–Ross inequality for supermartingales under a suitable condition which generalizes Khan’s work to the noncommutative setting. We then employ it to deduce an Azuma-type inequality.
2019 ◽
Vol 49
(2)
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pp. 17-34
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2018 ◽
Vol 9
(1)
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pp. 101-108
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Keyword(s):
Keyword(s):
2018 ◽
Vol 91
(4)
◽
pp. 767-775
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2018 ◽
Vol 5
(1)
◽
pp. 102-112
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2019 ◽
Vol 2019
(1)
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