An Extension to the Tangent Sequence Martingale Inequality
| dc.creator | Montgomery-Smith, Stephen | |
| dc.creator | Shen, Shih-Chi | |
| dc.date | 2001-07-17 | |
| dc.date | 2001-07-23 | |
| dc.date.accessioned | 2026-07-07T04:42:38Z | |
| dc.date.available | 2026-07-07T04:42:38Z | |
| dc.description | For each 1 < p < infinity, there exists a positive constant c_p, depending only on p, such that the following holds. Let (d_k), (e_k) be real-valued martingale difference sequences. If for for all bounded nonnegative predictable sequences (s_k) and all positive integers k we have E[s_k vee |e_k|] le E[s_k vee |d_k|] then for all positive integers n we have || sum_{k=1}^n e_k ||_p le c_p || \sum_{k=1}^n d_k ||_p . | |
| dc.description | Also available at http://www.math.missouri.edu/~stephen/preprints/ . Changes since last version are very minor | |
| dc.identifier | https://arxiv.org/abs/math/0107120 | |
| dc.identifier | http://arxiv.org/abs/math/0107120 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/61863 | |
| dc.subject | Probability | |
| dc.subject | Primary 60G42, Secondary 15A51, 46B70 | |
| dc.title | An Extension to the Tangent Sequence Martingale Inequality | |
| dc.type | text |