Upper bounds for the \(L_ p\)-norms of martingales

DOI10.1007/BF01474643zbMath0677.60017MaRDI QIDQ1123474

Pawel Hitczenko

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

martingalesexponential boundsexponential inequalitiesquasi-linear operators

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Related Items (11)

Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. ⋮ Self-normalized deviation inequalities with application to \(t\)-statistic ⋮ Maximal inequalities and some applications ⋮ Inequalities for tails of adapted processes with an application to Wald's lemma ⋮ On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions ⋮ A general class of exponential inequalities for martingales and ratios ⋮ On the Rosenthal's inequality for locally square integrable martingales. ⋮ Some inequalities for \(p\)-variations of martingales. ⋮ A counterexample concerning the relation between decoupling constants and UMD-constants ⋮ Domination inequality for martingale transforms of a Rademacher sequence ⋮ PAC-Bayesian inequalities of some random variables sequences

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Boundary value problems and sharp inequalities for martingale transforms
• Best constant in the decoupling inequality for non-negative random variables
• Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
• Some weighted norm inequalities concerning the Schrödinger operators
• Choice of kernel order in density estimation
• A sharp good-\(\lambda\) inequality with an application to Riesz transforms
• Distribution function inequalities for martingales
• An interpolation principle for martingale inequalities
• On the \(L^p\) norms of stochastic integrals and other martingales
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Best constants in martingale version of Rosenthal's inequality
• On the integrability of the martingale square function
• Extrapolation and interpolation of quasi-linear operators on martingales
• Martingales and stochastic integrals. I
• Good λ inequalities for the area integral and the nontangential maximal function
• Sharp Estimates for the Nontangential Maximal Function and the Lusin Area Function in Lipschitz Domains
• Bounded Mean Oscillation and Regulated Martingales
• Some remarks on ratio inequalities for continuous martingales

This page was built for publication: Upper bounds for the \(L_ p\)-norms of martingales