Deviation inequality for Banach-valued orthomartingales

DOI10.1016/j.spa.2024.104391MaRDI QIDQ6596204

Davide Giraudo

Publication date: 2 September 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

law of large numbersrandom fieldBanach spaceregression modeldeviation inequalitymartingale differenceorthomartingalecompletely commuting filtrationmulti-index martingale

Mathematics Subject Classification ID

Random fields (60G60) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)

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