The Hájek-Rényi inequality for Banach space valued martingales and the \(p\) smoothness of Banach spaces

DOI10.1016/S0167-7152(96)00080-6zbMath0874.60018OpenAlexW2065670264MaRDI QIDQ1359794

Shixin Gan

Publication date: 10 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00080-6

zbMATH Keywords

strong law of large numbersBanach space valued martingaleHájek-Rényi inequality \(p\)-smoothable space

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability measures on topological spaces (60B05)

Related Items (19)

Application of Whittle's inequality for Banach space valued martingales ⋮ Hájek-Rényi inequality for \(m\)-asymptotically almost negatively associated random vectors in Hilbert space and applications ⋮ Whittle type inequality for demisubmartingales ⋮ The Hájek-Rènyi inequality and strong law of large numbers for ANA random variables ⋮ On moments of the maximum of partial sums of moving average processes under dependence assumptions ⋮ Baum-Katz's type theorems for pairwise independent random elements in certain metric spaces ⋮ Consistent change-point detection with kernels ⋮ A note on the Hajek-Renyi inequality for associated random variables ⋮ On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables ⋮ Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences ⋮ A Hájek-Rényi-type maximal inequality and strong laws of large numbers for multidimensional arrays ⋮ On the strong law of large numbers for non-independentB-valued random variables ⋮ A characterization of \(p\)-uniformly smooth Banach spaces and weak laws of large numbers for \(d\)-dimensional adapted arrays ⋮ On the strong law for asymptotically almost negatively associated random variables ⋮ Moments of the maximum of normed partial sums of \(\rho^-\)-mixing random variables ⋮ On the Hàjek-Rènyi inequality ⋮ The Hàjek-Rènyi-type inequality for associated random variables ⋮ Estimation for the change point of volatility in a stochastic differential equation ⋮ The Hájek-Rényi inequality for the NA random variables and its application

Cites Work

• Unnamed Item
• The law of large numbers and the central limit theorem in Banach spaces
• Generalization of an inequality of Kolmogorov
• A Martingale Inequality and the Law of Large Numbers

This page was built for publication: The Hájek-Rényi inequality for Banach space valued martingales and the \(p\) smoothness of Banach spaces