Noncommutative Blackwell-Ross martingale inequality

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.Comment: 9 pages, to appear in Infin. Dimens. Anal. Quantum Probab. Relat. To