Upper bounds for the \(L_ p\)-norms of martingales (Q1123474): Difference between revisions
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Revision as of 02:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper bounds for the \(L_ p\)-norms of martingales |
scientific article |
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Upper bounds for the \(L_ p\)-norms of martingales (English)
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1990
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Let \((f_ n)\) be a martingale. We establish a relationship between exponential bounds for the probabilities of the type \(P(| f_ n| >\lambda \cdot \| T(f_ n)\|_{\infty})\) and the size of the constant \(C_ p\) appearing in the inequality \(\| f^*\|_ p\leq C_ p\| T^*(f)\|_ p\), for some quasi-linear operators acting on martingales.
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exponential inequalities
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exponential bounds
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quasi-linear operators
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martingales
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