Upper bounds for the L_ p-norms of martingales

DOI10.1007/BF01474643zbMATH Open0677.60017MaRDI QIDQ1123474FDOQ1123474

Authors: Paweł Hitczenko 

Publication date: 1990

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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zbMATH Keywords

martingalesexponential inequalitiesexponential boundsquasi-linear operators

Mathematics Subject Classification ID

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

Cites Work

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• Martingales and stochastic integrals. I
• Best constant in the decoupling inequality for non-negative random variables
• A sharp good-\(\lambda\) inequality with an application to Riesz transforms
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• An interpolation principle for martingale inequalities
• Some remarks on ratio inequalities for continuous martingales

Cited In (16)

• Generalized analytic functions
• PAC-Bayesian inequalities of some random variables sequences
• A general class of exponential inequalities for martingales and ratios
• Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
• Title not available (Why is that?)
• On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
• Domination inequality for martingale transforms of a Rademacher sequence
• Maximal inequalities and some applications
• Some inequalities for \(p\)-variations of martingales.
• Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion
• \(L_ p\) inequalities for the product of the suprema of several martingales stopped at random times. Weighted norm inequalities
• On the Rosenthal's inequality for locally square integrable martingales.
• Inequalities for tails of adapted processes with an application to Wald's lemma
• Self-normalized deviation inequalities with application to \(t\)-statistic
• A counterexample concerning the relation between decoupling constants and UMD-constants
• Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables

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