Contraction principles for vector valued martingales with respect to random variables having exponential tail with exponent \(2<\alpha <\infty\) (Q5937295)
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scientific article; zbMATH DE number 1618863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contraction principles for vector valued martingales with respect to random variables having exponential tail with exponent \(2<\alpha <\infty\) |
scientific article; zbMATH DE number 1618863 |
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Contraction principles for vector valued martingales with respect to random variables having exponential tail with exponent \(2<\alpha <\infty\) (English)
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12 July 2001
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A contraction principle for weighted sums of elements of a Banach space is extended to vector valued martingales, where the Rademacher functions appearing as weights in the right-hand side of the classical moment inequality are replaced by random variables with exponentially decaying tails. Special cases and examples are also provided.
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vector valued martingales
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Rademacher functions
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classical moment inequality
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exponentially decaying tails
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