A generalization of \(\varPhi\)-moment martingale inequalities

DOI10.1016/j.spl.2015.03.009zbMath1341.60028OpenAlexW2040466268MaRDI QIDQ889022

Lihua Peng, Jun Ping Li

Publication date: 5 November 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2015.03.009

zbMATH Keywords

martingalesatomic decompositionsLorentz spacesconcave functions\(\varPhi\)-moment inequalities

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) Martingales and classical analysis (60G46)

Related Items (2)

A remark on John-Nirenberg theorem for martingales ⋮ \(\Phi\)-moment martingale inequalities on Lorentz spaces with variable exponents

Cites Work

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• Martingale Hardy spaces and their applications in Fourier analysis
• New John-Nirenberg inequalities for martingales
• On L(p,q) spaces
• Martingale Orlicz-Hardy spaces
• DUAL SPACES AND JOHN-NIRENBERG INEQUALITIES OF MARTINGALE HARDY-LORENTZ-KARAMATA SPACES

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