Comparison of moments for tangent sequences of random variables

DOI10.1007/BF00322019zbMath0631.60003OpenAlexW2003123139MaRDI QIDQ1094732

Pawel Hitczenko

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00322019

zbMATH Keywords

inequalityconditionally symmetric random variablestangent sequences

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability measures on topological spaces (60B05)

Related Items

Decoupling and domination inequalities with application to Wald's identity for martingales ⋮ Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Moments of randomly stopped \(U\)-statistics ⋮ Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Tangent sequences in Orlicz and rearrangement invariant spaces ⋮ Best constant in the decoupling inequality for non-negative random variables ⋮ Exponential probabilistic inequalities ⋮ A note on second moment of a randomly stopped sum of independent variables ⋮ Inequalities for tails of adapted processes with an application to Wald's lemma ⋮ On the Behavior of the Constant in a Decoupling Inequality for Martingales ⋮ Multiple integration with respect to Poisson and Lévy processes ⋮ Inequalities for noncommutative weakly dominated martingales and applications ⋮ Domination inequality for martingale transforms of a Rademacher sequence ⋮ Power and exponential moments of the number of visits and related quantities for perturbed random walks

Cites Work

• Distribution function inequalities for martingales
• Dyadic approximation of double integrals with respect to symmetric stable processes
• Unnamed Item
• Unnamed Item