Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing recent results of Shixin (Statist. Probab. Lett. 32 (1997) [245][246][247][248] and earlier results of Rao (Theory Probab. Math. Statist. 16 (1978) 111-116) for Hilbert space valued martingales.
โฆ LIBER โฆ
Generalized Rosenthal's inequality for Banach-space-valued martingales
โ Scribed by Yu Lin
- Book ID
- 108422356
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 198 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0252-9602
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