Estimates of moments of infinite-dimensional martingales

DOI10.1007/BF01145436zbMath0461.60062MaRDI QIDQ1152638

Iosif Pinelis

Publication date: 1980

Published in: Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

bounds of momentsinfinite-dimensional martingales

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Probability theory on linear topological spaces (60B11)

Related Items (11)

The best constant in the Rosenthal inequality for nonnegative random variables ⋮ Central limit theorems for additive functionals and fringe trees in tries ⋮ Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces ⋮ Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space ⋮ Exact Rosenthal-type bounds ⋮ On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms ⋮ Optimal constants in the Rosenthal inequality for random variables with zero odd moments ⋮ On the Behavior of the Constant in a Decoupling Inequality for Martingales ⋮ Optimal Re-centering Bounds, with Applications to Rosenthal-type Concentration of Measure Inequalities ⋮ Moment inequalities for generalized \(L\)-statistics ⋮ On a majorization inequality for sums of independent random vectors

Cites Work

• Unnamed Item
• Ideal Metrics in the Problem of Approximating Distributions of Sums of Independent Random Variables
• Splitting a Single State of a Stationary Process into Markovian States
• Bounds on Moments of Certain Random Variables

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