Rosenthal type inequalities for martingales in symmetric spaces

DOI10.3103/S1066369X12110059MaRDI QIDQ1941807zbMATH OpenOpenAlexFDO

Authors Sergey Astashkin

Publication date 22 March 2013

Published in Russian Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066369x12110059

zbMATH Keywords

martingaleBoyd indicesmartingale differencessymmetric spaceRosenthal inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Probabilistic methods in Banach space theory (46B09)

Recommendations

• Martingale Rosenthal inequalities in symmetric spaces
• Disjointification of martingale differences and conditionally independent random variables with some applications
• On the Behavior of the Constant in a Decoupling Inequality for Martingales
• Rosenthal's inequality in Banach spaces and its applications
• Moment inequalities for sums of dependent random variables under projective conditions
• Probability inequalities and Rosenthal inequalities for the sequence of martingale differences
• Sharp inequalities for the conditional square function of a martingale
• Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables

Cites work

• scientific article; zbMATH DE number 5723533 (Why is no real title available?)
• scientific article; zbMATH DE number 3471354 (Why is no real title available?)
• scientific article; zbMATH DE number 3626044 (Why is no real title available?)
• scientific article; zbMATH DE number 681018 (Why is no real title available?)
• Disjointification of martingale differences and conditionally independent random variables with some applications
• Distribution function inequalities for martingales
• Extrapolation and interpolation of quasi-linear operators on martingales
• Independent functions and the geometry of Banach spaces
• Measuring the magnitude of sums of independent random variables
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Series of independent random variables in rearrangement invariant spaces: an operator approach
• Sums of independent random variables in rearrangement invariant function spaces
• Symmetric structures in Banach spaces
• The Khintchine inequalities and martingale expanding sphere of their action

Cited in

(11)

• Rosenthal's inequality for point process martingales
• Martingale Rosenthal inequalities in symmetric spaces
• The symmetry in the martingale inequality
• Generalized Rosenthal's inequality for Banach-space-valued martingales
• Rosenthal type inequalities of B-valued quasi-martingale
• Rosenthal's inequality in Banach spaces and its applications
• scientific article; zbMATH DE number 5631098 (Why is no real title available?)
• Probability inequalities and Rosenthal inequalities for the sequence of martingale differences
• On the Rosenthal's inequality for locally square integrable martingales.
• Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces
• Disjointification of martingale differences and conditionally independent random variables with some applications

This page was built for publication: Rosenthal type inequalities for martingales in symmetric spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1941807)