Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces

DOI10.1137/S0040585X97T987417zbMath1376.60046arXiv1212.1912OpenAlexW1841446538MaRDI QIDQ3462262

Iosif Pinelis

Publication date: 5 January 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.1912

zbMATH Keywords

martingalesconcentration of measuresums of independent random variablesproduct spacesprobability inequalitiesRosenthal inequalityseparately Lipschitz functions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Probability theory on linear topological spaces (60B11)

Related Items (6)

Optimal-order bounds on the rate of convergence to normality in the multivariate delta method ⋮ Exact Rosenthal-type bounds ⋮ Sharp Rosenthal‐type inequalities for mixtures and log‐concave variables ⋮ Exact Rosenthal-type inequalities for \(p=3\), and related results ⋮ Weighted inequalities for \(q\)-functions ⋮ Concentration inequalities for suprema of unbounded empirical processes

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