On the Behavior of the Constant in a Decoupling Inequality for Martingales

DOI10.2307/2160390zbMath0797.60038OpenAlexW4247730060MaRDI QIDQ4299251

Pawel Hitczenko

Publication date: 14 August 1994

Full work available at URL: https://doi.org/10.2307/2160390

zbMATH Keywords

martingalesmoment inequalitiesRosenthal's inequalitytangent sequences

Mathematics Subject Classification ID

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

Related Items (4)

On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms ⋮ Exponential Rosenthal and Marcinkiewicz - Zygmund inequalities ⋮ Exponential probabilistic inequalities ⋮ Domination inequality for martingale transforms of a Rademacher sequence

Cites Work

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• Best constant in the decoupling inequality for non-negative random variables
• Comparison of moments for tangent sequences of random variables
• Estimates of moments of infinite-dimensional martingales
• Distribution function inequalities for martingales
• A uniform CLT for uniformly bounded families of martingale differences
• Best constants in martingale version of Rosenthal's inequality

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