Contraction principles for vector valued martingales with respect to random variables having exponential tail with exponent \(2<\alpha <\infty\)

DOI10.1023/A:1007864813858zbMath0980.60051OpenAlexW339883808MaRDI QIDQ5937295

Stefan Geiss

Publication date: 12 July 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007864813858

zbMATH Keywords

Rademacher functionsclassical moment inequalityexponentially decaying tailsvector valued martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

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