Moment Inequality for the Martingale Square Function

• Autorzy: Osękowski A.

Identyfikatory

DOI

10.4064/ba61-2-11

• Języki publikacji: EN

Abstrakty

EN

Consider the sequence (C_n)_n≥1 of positive numbers defined by C₁=1 and C_n+1=1+C2n/4, n=1,2,…. Let M be a real-valued martingale and let S(M) denote its square function. We establish the bound E|Mn|≤CnESn(M), n=1,2,…, and show that for each n, the constant Cn is the best possible.

Słowa kluczowe

EN

martingale; square function; method of moments; best constants

• Wydawca: Instytut Matematyczny PAN
• Czasopismo: Bulletin of the Polish Academy of Sciences. Mathematics
• Rocznik: 2013
• Tom: Vol. 61, no 2
• Strony: 169--180
• Opis fizyczny: Bibliogr. 14 poz.

Twórcy

autor

Osękowski A.

• Department of Mathematics, Informatics and Mechanics University of Warsaw Banacha 2 02-097 Warszawa, Poland

Bibliografia

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