Sharp \(L^1(\ell^q)\) estimate for a sequence and its predictable projection

DOI10.1016/J.SPL.2015.05.005zbMath1333.60084OpenAlexW2241542520MaRDI QIDQ491699

Adam Osȩkowski

Publication date: 19 August 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.05.005

zbMATH Keywords

predictable projection\(L^1(\ell^q)\) estimateBanach-space-valued random variables

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30)

Related Items (2)

On some inequalities for the optional projection and the predictable projection of a discrete parameter process ⋮ Noncommutative Davis type decompositions and applications

Cites Work

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• Sharp norm comparison of the maxima of a sequence and its predictable projection
• Sharp inequalities for the conditional square function of a martingale
• Distribution function inequalities for martingales
• A general version of the fundamental theorem of asset pricing
• A non-commutative version of Lépingle-Yor martingale inequality
• Embedding L 1 in L 1 /H 1
• Symmetric structures in Banach spaces
• Topics in Harmonic Analysis Related to the Littlewood-Paley Theory. (AM-63)

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