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Comparison of martingale difference sequences

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

Keywords

Independent Random Variable Comparison Theorem Borel Function Stochastic Integration Independent Increment 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. [1]
    Burkholder, D. L. (1973). Distribution function inequalities for martingales. Ann. of Probability, 1, 19–42.MathSciNetCrossRefzbMATHGoogle Scholar
  2. [2]
    Doob, J. L. (1953). Stochastic Processes. J. Wiley and Sons, New York.zbMATHGoogle Scholar
  3. [3]
    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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