Inequalities for martingales taking values in 2-convex Banach spaces

被引：0
|
作者：
Osekowski, Adam [1 ]
机构：
[1] Univ Warsaw, Dept Math Informat & Mech, PL-02097 Warsaw, Poland
来源：
STATISTICS & PROBABILITY LETTERS | 2014年 / 84卷
关键词：
Martingale; Square function; Banach space; Hilbert space; 2-convex space; DIFFERENCE-SEQUENCES;
D O I：
10.1016/j.spl.2013.09.032
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study sharp square function inequalities for martingales taking values in a 2-convex Banach space B. We show that an appropriate weak-type bound holds true if and only if B is isometric to a Hilbert space. (C) 2013 Elsevier By. All rights reserved.
引用
收藏
页码：102 / 107
页数：6
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