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Upper bounds for theL p -norms of martingales
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  • Published: June 1990

Upper bounds for theL p -norms of martingales

  • Paweŀ Hitczenko1 nAff2 

Probability Theory and Related Fields volume 86, pages 225–238 (1990)Cite this article

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Summary

Let (f n ) be a martingale. We establish a relationship between exponential bounds for the probabilities of the typeP(|f n |>λ·‖T(f n )‖∞) and the size of the constantC p appearing in the inequality ‖f *‖ p ≦C p ‖T *(f)‖ p , for some quasi-linear operators acting on martingales.

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Author information

Author notes
  1. Paweŀ Hitczenko

    Present address: Department of Mathematics, North Carolina State University, P.O. Box 8205, 27695-8205, Raleigh, NC, USA

Authors and Affiliations

  1. Department of Mathematics, Texas A&M University, 77843-3368, College Station, TX, USA

    Paweŀ Hitczenko

Authors
  1. Paweŀ Hitczenko
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Additional information

This research was supported in part by NSF Grant, no. DMS-8902418

On leave from Academy of Physical Education, Warsaw, Poland

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Hitczenko, P. Upper bounds for theL p -norms of martingales. Probab. Th. Rel. Fields 86, 225–238 (1990). https://doi.org/10.1007/BF01474643

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  • Received: 18 July 1989

  • Revised: 24 November 1989

  • Issue Date: June 1990

  • DOI: https://doi.org/10.1007/BF01474643

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Keywords

  • Stochastic Process
  • Probability Theory
  • Mathematical Biology
  • Exponential Bound
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