A general contraction principle for vector-valued martingales

• Autorzy: Geiss S.
• Języki publikacji: EN

Abstrakty

EN

We prove a contraction principle for vector-valued martingales of type [formula] where X is a Banach space with elements x₁, ‧‧, x_n, (Δ_i)ⁿ_i=1 ⊂ L₁(Q,P) a martingale difference sequence belonging to a certain class, [formula] a sequence of independent and symmetric random variables exponential in a certain sense, and Ai operators mapping each Δ_i into a non-negative random variable. Moreover, special operators A_i are discussed and an application to Banach spaces of Rademacher type α (1<α ≤ 2) is given.

Słowa kluczowe

EN

vector-valued martingales; exponential random variables; operators defined on martingales; contraction principle

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2000
• Tom: Vol. 20, Fasc. 1
• Strony: 93--120
• Opis fizyczny: Bibliogr. 16 poz.

Twórcy

autor

Geiss S.

• Department of Mathematics, University of Jyväskylä, P.O. Box 35 (MAD), FIN-40351 Jyväskylä, Finland

Bibliografia

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