April 2019 Etemadi and Kolmogorov Inequalities in Noncommutative Probability Spaces
Ali Talebi, Mohammad Sal Moslehian, Ghadir Sadeghi
Michigan Math. J. 68(1): 57-69 (April 2019). DOI: 10.1307/mmj/1541667627

Abstract

Based on a maximal inequality-type result of Cuculescu, we establish some noncommutative maximal inequalities such as the Hajék–Penyi and Etemadi inequalities. In addition, we present a noncommutative Kolmogorov-type inequality by showing that if x1,x2,,xn are successively independent self-adjoint random variables in a noncommutative probability space (M,τ) such that τ(xk)=0 and sksk1=sk1sk, where sk=j=1kxj, then, for any λ>0, there exists a projection e such that

1(λ+max 1knxk)2k=1nvar(xk)τ(e)τ(sn2)λ2. As a result, we investigate the relation between the convergence of a series of independent random variables and the corresponding series of their variances.

Citation

Download Citation

Ali Talebi. Mohammad Sal Moslehian. Ghadir Sadeghi. "Etemadi and Kolmogorov Inequalities in Noncommutative Probability Spaces." Michigan Math. J. 68 (1) 57 - 69, April 2019. https://doi.org/10.1307/mmj/1541667627

Information

Received: 1 February 2017; Revised: 25 September 2017; Published: April 2019
First available in Project Euclid: 8 November 2018

zbMATH: 07155458
MathSciNet: MR3934604
Digital Object Identifier: 10.1307/mmj/1541667627

Subjects:
Primary: 46L53
Secondary: 46L10 , 47A30 , 60F99

Rights: Copyright © 2019 The University of Michigan

JOURNAL ARTICLE
13 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

Vol.68 • No. 1 • April 2019
Back to Top