A martingale inequality in tracial von Neumann algebras

In this talk, using the Lieb{Araki concavity, we obtain a noncommutative version ofFreedman's inequality for martingales, which gives an upper bound for the tail probabilitiesof a supermartingale in the setting of von Neumann algebras.

کلیدواژه ها:

Noncommutative probability space ، trace ، Freedman inequality ، martingale.