Abstract
We introduce some measures of the dependence such as the strong mixing and uniform mixing coefficients in von Neumann algebras and then define the noncommutative strong and uniform mixing sequences. We establish some notable nonncommutative mixing inequalities such as Ibragimov inequality. Moreover, we extend the notion of mixingale sequence to the noncommutative content and demonstrate a noncommutative \(L_1\) and weak law of large numbers for uniformly integrable \(L_1\)-mixingale sequences. In addition, we investigate the noncommutative \(L_p\)-near-epoch dependence and provide some conditions under which a noncommtative \(L_p\)-near-epoch dependent sequence is a noncommutative \(L_p\)-mixingale. Finally, we introduce the concept of noncommutative \(L_p\)-approximability and show that in the setting of quantum (noncommutative) probability spaces, an \(L_r\)-bounded and \(L_0\)-approximable sequence is \(L_p\)-approximable for \(1\le p\) and \(2p< r<\infty \).
Similar content being viewed by others
Data Availability
Data sharing not applicable to this article as no data sets were generated or analyzed during the current study.
References
Andrews, D.W.: Laws of large numbers for dependent non-identically distributed random variables. Econometr. Theory 4, 458–467 (1988)
Batty, C.J.K.: The strong law of large numbers for states and traces of a \(W^{\ast } \)-algebra. Z. Wahrsch. Verw. Gebiete 48(2), 177–191 (1979)
Billingsley, P.: Probability and Measure. Wiley, New York (1995)
Cuculescu, I.: Martingales on von Neumann algebras. J. Multivariate Anal. 1, 17–27 (1971)
Davidson, J.: Stochastic Limit Theory. Oxford University Press, Oxford (1994)
de Jong, R.M.: Laws of large numbers for dependent heterogeneous processes. Econometr. Theory 11, 347–385 (1995)
Ibragimov, I.A.: Some limit theorems for stationary processes. Theory Prob. Appl. 7, 349–382 (1962)
Fack, T., Kosaki, H.: Generalized s-numbers of \(\tau \)-measurable operators. Pac. J. Math. 123, 2699–3000 (1986)
Hu, Y.: Complete convergence theorems for \(L_p\)-mixingales. J. Math. Anal. Appl. 290, 271–290 (2004)
Haagerup, U., Rosenthal, H.P., Sukochev, F.A.: Banach embedding properties of non-commutative \(L^p\)-spaces. Mem. Am. Math. Soc. 163(776), vi+68 (2003)
Junge, M., Xu, Q.: Noncommutative Burkholder/Rosenthal inequalities II. Appl. Israel J. Math. 167, 227–282 (2008)
Łuczak, A.: Laws of large numbers in von Neumann algebras and related results. Stud. Math. 81, 231–243 (1985)
McLeish, D.L.: Invariance principles for dependent variables. Z. Wahrscheinlichkeitstheor. Verwandte Geb 32, 165–178 (1975)
McLeish, D.L.: A maximal inequality and dependent strong laws. Ann. Prob. 3, 829–839 (1975)
Merlevè de F., Peligrad M., Rio, E.: Bernstein Inequality and Moderate Deviations Under Strong Mixing Conditions, High Dimensional Probability V: The Luminy volume, 273–292, Inst. Math. Stat. (IMS) Collect., 5, Inst. Math. Statist., Beachwood (2009)
Pisier, G., Xu, Q.: Non-commutative martingale inequalities. Commun. Math. Phys. 189, 667–698 (1997)
Randrianantoanina, N.: Noncommutative martingale transforms. J. Funct. Anal. 194, 181–212 (2002)
Rosenblatt, M.A.: A central limit theorem and a strong mixing condition. Proc. Natl. Acad. Sci. USA 42, 43–47 (1956)
Quang, N.V., Son, D.T., Son, L.H.: Some kinds of uniform integrability and laws of large numbers in noncommutative probability. J. Theor. Prob. 31, 181–212 (2018)
Sadeghi, Gh., Moslehian, M.S.: Noncommutative martingale concentration inequalities. Illinois J. Math. 58(2), 561–575 (2014)
Talebi, A., Moslehian, M.S., Sadeghi, Gh.: Etemadi and Kolmogorov inequalities in noncommutative probability spaces. Mich. Math. J. 68(1), 57–69 (2019)
Xu, Q.: Operator spaces and noncommutative \(L_p\), Lectures in the Summer School on Banach spaces and Operator spaces, Nankai University China (2007)
Acknowledgements
The authors thank Professor Yong Jiao for his valuable comments. The authors would like to sincerely thank the referee for several comments and suggestions improving the paper
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
On behalf of all authors, the corresponding author states that there is no conflict of interest.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Moslehian, M.S., Sadeghi, G. Mixing sequences, and mixingales in quantum probability spaces. Rev. Real Acad. Cienc. Exactas Fis. Nat. Ser. A-Mat. 116, 89 (2022). https://doi.org/10.1007/s13398-022-01234-4
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s13398-022-01234-4