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Noncommutative Blackwell-Ross martingale inequality

Published 19 May 2017 in math.OA and math.FA | (1705.07122v1)

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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