The Khintchine inequalities and martingale expanding sphere of their action
From MaRDI portal
Publication:4891219
DOI10.1070/RM1995v050n05ABEH002594zbMath0860.60018MaRDI QIDQ4891219
Albert N. Shiryaev, Goran Peskir
Publication date: 3 September 1996
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm1995v050n05abeh002594
60E15: Inequalities; stochastic orderings
60G42: Martingales with discrete parameter
60F15: Strong limit theorems
Related Items
Unnamed Item, Probability inequalities for multiplicative sequences of random variables, Rademacher functions in symmetric spaces, Rademacher series and isomorphisms of rearrangement invariant spaces on the finite interval and on the semi-axis, Vector-valued sums of independent functions in rearrangement invariant spaces, Moment inequalities for sums of random matrices and their applications in optimization, On the conditioning of random subdictionaries, On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms, Rosenthal's inequality for point process martingales, On Khintchine type inequalities for \(k\)-wise independent Rademacher random variables, Rosenthal type inequalities for martingales in symmetric spaces, Association schemes on general measure spaces and zero-dimensional abelian groups, The Khinchin inequality and Chen’s theorem, Limit theorems for extremal residuals in a regression model with heavy tails of observation errors