PulseExploreJournal ClubDebatesTrendingResearchersJournals
Instagram
HomeExploreJournal ClubTrending
Synapse
⌘+K
Synapse
October 1, 1994The Annals of Probability371 citationsOpen Access

Optimum Bounds for the Distributions of Martingales in Banach Spaces

IPIosif Pinelis

Key Points

Key points are not available for this paper at this time.

Abstract

A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the Rosenthal-Burkholder and Chung types on moments of the martingales in 2-smooth Banach spaces. In turn, it leads to best-order bounds on moments of sums of independent random vectors in any separable Banach spaces. Although the emphasis is put on infinite-dimensional martingales, most of the results seem to be new even for one-dimensional martingales. Moreover, the bounds on moments of the Rosenthal-Burkholder type seem to be to a certain extent new even for sums of independent real-valued random variables. Analogous inequalities for (one-dimensional) supermartingales are given.

Ask AI
Helpful
Bookmark
Share
View Full Paper

Cite This Study

Iosif Pinelis (1994) studied this question.

synapsesocial.com/papers/6a1bf77d26cb5670aa9d2e38https://doi.org/10.1214/aop/1176988477
Ask AI
Helpful
Bookmark
Share
View Full Paper