Comparison of martingale difference sequences

  • Joel Zinn
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1153)


Independent Random Variable Comparison Theorem Borel Function Stochastic Integration Independent Increment 
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    Burkholder, D. L. (1973). Distribution function inequalities for martingales. Ann. of Probability, 1, 19–42.MathSciNetCrossRefzbMATHGoogle Scholar
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    Doob, J. L. (1953). Stochastic Processes. J. Wiley and Sons, New York.zbMATHGoogle Scholar
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    McConnell, T. and Taqqu, M. (1984). Decoupling inequalities for multilinear forms in independent symmetric random variables. Preprint.Google Scholar
  4. [4]
    _____ and _____ (1984). Double integration with respect to symmetric stable processes. Preprint.Google Scholar
  5. [5]
    Rosenthal, H. P. (1970). On the subspaces of L p (p>2) spanned by sequences of independent random variables. Israel J. Math. 8, 273–303.MathSciNetCrossRefzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • Joel Zinn
    • 1
  1. 1.Texas A & M UniversityCollege StationUSA

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