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3 questions
12
votes
0
answers
196
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UMD constant of finite dimensional spaces
For a Banach space $B$, its one-sided Unconditional Martingale Difference (UMD) constant $C^-_p$ (for $p \in (1,\infty)$) is the smallest value such that for all $B$-valued martingale difference ...
5
votes
1
answer
652
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Proof of Pinelis (1992) - Banach space inequalities
I am reading Pinelis "An approach to inequalities for the distributions of infinite -dimensional martingales" and cannot follow his proof of Theorem 3:
Let $(f_n)$ be a martingale in a separable ...
9
votes
3
answers
868
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Rosenthal like inequality for weak $\mathbb L^p$-norms
Let $p$ be a real number greater than $1$. It is well known (see Hall and Heyde's Martingale limit theory and its applications, Theorem 2.10) that there exists a constant $C_p$ such that if $(X_i)_{i=...