Abstract

We study exponential convergence rates for weighted sums of successive independent random variables in a noncommutative probability space of which the weights are in a von Neumann algebra. Then we prove a noncommutative extension of the result for the exponential convergence rate by Baum, Katz and Read. As applications, we first study a large deviation type inequality for weighted sums in a noncommutative probability space, and secondly we study exponential convergence rates for weighted free additive convolution sums of probability measures.

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