비만아 부모의 돌봄 경험: q 방법론

This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the large-deviation behavior of the maximum eigenvalue of the sum. Tail bounds for the norm of a sum of random rectangular matrices follow as an immediate corollary. The proof techniques also yield some information about matrix-valued martingales.

In other words, this paper provides noncommutative generalizations of the classical bounds associated with the names Azuma, Bennett, Bernstein, Chernoff, Hoeffding, and McDiarmid. The matrix inequalities promise the same diversity of application, ease of use, and strength of conclusion that have made the scalar inequalities so valuable.

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User-Friendly Tail Bounds for Sums of Random Matrices

The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence.

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An Introduction to Random Matrices

Fundamental facts Basic theory: Nuclear and exact $\textrm{C}^*$-algebras: Definitions, basic facts and examples Tensor products Constructions Exact groups and related topics Amenable traces and Kirchberg's factorization property Quasidiagonal C*-algebras AF embeddablity Local reflexivity and other tensor product conditions Summary and open problems Special topics: Simple $\textrm{C}^*$-algebras Approximation properties for groups Weak expectation property and local lifting property Weakly exact von Neumann algebras Applications: Classification of group von Neumann algebras Herrero's approximation problem Counterexamples in $\textrm{K}$-homology and $\textrm{K}$-theory Appendices: Ultrafilters and ultraproducts Operator spaces, completely bounded maps and duality Lifting theorems Positive definite functions, cocycles and Schoenberg's Theorem Groups and graphs Bimodules over von Neumann algebras Bibliography Notation index Subject index.

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C*-Algebras and Finite-Dimensional Approximations

Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and the authors include some first results in this direction. They also emphasize interactions with other parts of mathematics, including Caratheodory geometry, Dirichlet forms and Malliavin calculus. Based on successful courses at the graduate level, this up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.

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Multidimensional Stochastic Processes as Rough Paths

Chapter 34 - Non-Commutative Lp-Spaces

We prove the analogue of the classical Burkholder-Gundy inequalites for non-commutative martingales. As applications we give a characterization for an Ito-Clifford integral to be an Lp-martingale via its integrand, and then extend the Ito-Clifford integral theory in L2, developed by Barnett, Streater and Wilde, to Lp for all 1<p<∞. We include an appendix on the non-commutative analogue of the classical Fefferman duality between $H1 and BMO.

Non-commutative martingale inequalities

We investigate martingale inequalities in noncommutative Lp-spaces associated with a von Neumann algebra equipped with a faithful normal state. We prove the noncommutative analogue of the classical Burkholder inequality on the conditioned (or little) square function and extend the noncommutative Burkholder--Gundy inequalities from Comm. Math. Phys. 189 (1997) 667--698 to this nontracial setting. We include several related results.

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Noncommutative Burkholder/Rosenthal inequalities

This paper is devoted to the study of various maximal ergodic theorems in noncommutative -spaces. In particular, we prove the noncommutative analogue of the classical Dunford-Schwartz maximal ergodic inequality for positive contractions on and the analogue of Stein's maximal inequality for symmetric positive contractions. We also obtain the corresponding individual ergodic theorems. We apply these results to a family of natural examples which frequently appear in von Neumann algebra theory and in quantum probability.

https://www.ams.org/jams/2007-20-02/S0894-0347-06-00533-9/S0894-0347-06-00533-9.pdf

Noncommutative maximal ergodic theorems

Let 0 < p,pi ≤ ∞, 0 < q,qi < ∞ (i = 1, 2) such thatLet E be a quasi-Banach lattice which fails to contain c0 and whose α-convexity constant is equal to 1 for some 0 < α < ∞. Then for every f∈H(E(q)) there exist g∈Hp, 0(E(q0)), h∈Hp1(E(q1)) such thatConsequently, E is q-concave for some finite q if and only if E is uniformly H1-convexifiable in the sense of [24]. Analogous results are also obtained for symmetric spaces of measurable operators. Another result proved in the paper says that if E is a symmetric quasi-Banach function space on (0, ∞) having the analytic Radon–Nikodym property then LE(M, τ) also possesses this property for any semifinite von Neumann algebra (M, τ).

Quanhua Xu

Papers

Chapter 34 - Non-Commutative Lp-Spaces

Non-commutative martingale inequalities

Noncommutative Burkholder/Rosenthal inequalities

Noncommutative maximal ergodic theorems

Analytic functions with values in lattices and symmetric spaces of measurable operators