Rosenthal type inequalities for martingales in symmetric spaces

DOI10.3103/S1066369X12110059zbMATH Open1269.46018OpenAlexW2152678866MaRDI QIDQ1941807FDOQ1941807

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

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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)

Cites Work

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• Distribution function inequalities for martingales
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• Disjointification of martingale differences and conditionally independent random variables with some applications
• Symmetric structures in Banach spaces
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• Extrapolation and interpolation of quasi-linear operators on martingales
• Measuring the magnitude of sums of independent random variables
• 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's inequality in Banach spaces and its applications
• Rosenthal type inequalities of B-valued quasi-martingale
• Title not available (Why is that?)
• 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

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