Upper bounds for the \(L_ p\)-norms of martingales
type: Item
instance of: scholarly article
title: Upper bounds for the \(L_ p\)-norms of martingales
zbMATH Open document ID: 0677.60017
DOI: 10.1007/BF01474643
author: Paweł Hitczenko
publication date: 1990-01-01T00:00:00Z
review text: Let \((f_ n)\) be a martingale. We establish a relationship between exponential bounds for the probabilities of the type \(P(| f_ n| >\lambda \cdot \| T(f_ n)\|_{\infty})\) and the size of the constant \(C_ p\) appearing in the inequality \(\| f^*\|_ p\leq C_ p\| T^*(f)\|_ p\), for some quasi-linear operators acting on martingales.
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 4109725
zbMATH Keywords: exponential inequalities
zbMATH Keywords: exponential bounds
zbMATH Keywords: quasi-linear operators
zbMATH Keywords: martingales
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4109725