Martingale inequalities in rearrangement invariant function spaces

DOI10.1007/BF02882423zbMath0672.60049OpenAlexW2046937031MaRDI QIDQ1120190

Gideon Schechtman, William B. Johnson

Publication date: 1989

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02882423

zbMATH Keywords

martingale inequalitiesrearrangement invariant normed function spacesymmetric Orlicz function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Related Items (24)

Deviation inequalities for Banach space valued martingales differences sequences and random fields ⋮ John-Nirenberg inequalities with variable exponents on probability spaces ⋮ On Doob's inequality and Burkholder's inequality in weak spaces ⋮ Operator-valued martingale transforms in rearrangement invariant spaces and applications ⋮ New martingale inequalities and applications to Fourier analysis ⋮ The order-type Banach-Saks properties ⋮ Doob's maximal inequality and Burkholder-Davis-Gundy's inequality on Musielak-Orlicz spaces ⋮ Tangent sequences in Orlicz and rearrangement invariant spaces ⋮ Rosenthal inequalities in noncommutative symmetric spaces ⋮ New John-Nirenberg inequalities for martingales ⋮ Cesaro mean convergence of martingale differences in rearrangement invariant spaces ⋮ Martingale inequalities in noncommutative symmetric spaces ⋮ Inequalities for tails of adapted processes with an application to Wald's lemma ⋮ The Banach--Saks \(p\)-property ⋮ Rademacher functions in symmetric spaces ⋮ Weak type inequalities for vector-valued martingales ⋮ Martingale Inequalities in Symmetric Spaces with Semimultiplicative Weight ⋮ Martingales and function spaces ⋮ Loss of memory and moment bounds for nonstationary intermittent dynamical systems ⋮ A generalized Khintchine inequality in rearrangement invariant spaces ⋮ Bases of random unconditional convergence in Banach spaces ⋮ On martingale transform inequalities in certain quasi-Banach function spaces ⋮ Some inequalities for \(p\)-variations of martingales. ⋮ Spaces defined by the Paley function

Cites Work

• Sums of independent random variables in rearrangement invariant function spaces
• Distribution function inequalities for martingales
• Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables
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