Quantitative laws of large numbers in noncommutative probability

Abstract In this article, we investigate the quantitative law of large numbers for noncommutative random variables. Firstly, we establish a Baum–Katz theorem for noncommutative successively independent random variables, which resolves an open problem posed by Stoica [48]. Our approach differs from the classical treatment but relies on the theory of asymmetric maximal inequality for noncommutative martingales. Additionally, we derive a moderate deviation inequality for noncommutative successively independent sequences, and extend this result together with the Baum–Katz theorem to noncommutative martingales. Finally, we conclude the article by applying our results to derive a noncommutative Marcinkiewicz–Zygmund-type strong laws of large numbers theorem, which extends the result of Łuczak [37] in some aspects.

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Publication Details

Journal
Canadian Journal of Mathematics
Published
2025-12-17
DOI
https://doi.org/10.4153/s0008414x25101946
Primary Topic
Probability and Risk Models
Type
article
Field-Weighted Citation Impact
0.00

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article

Quantitative laws of large numbers in noncommutative probability

Canadian Journal of Mathematics
Probability and Risk Models
article

Quantitative laws of large numbers in noncommutative probability

article en

Abstract

Abstract In this article, we investigate the quantitative law of large numbers for noncommutative random variables. Firstly, we establish a Baum–Katz theorem for noncommutative successively independent random variables, which resolves an open problem posed by Stoica [48]. Our approach differs from the classical treatment but relies on the theory of asymmetric maximal inequality for noncommutative martingales. Additionally, we derive a moderate deviation inequality for noncommutative successively independent sequences, and extend this result together with the Baum–Katz theorem to noncommutative martingales. Finally, we conclude the article by applying our results to derive a noncommutative Marcinkiewicz–Zygmund-type strong laws of large numbers theorem, which extends the result of Łuczak [37] in some aspects.

Canadian Journal of Mathematics
Central South University (CN)
National Natural Science Foundation of China
Reduced inequalities
Openalex Percentile: Top 31%
Probability and Risk Models
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