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Disjointification of martingale differences and conditionally independent random variables with some applications

Sergey Astashkin, Fedor Sukochev, Chin Pin Wong (2011)

Studia Mathematica

Disjointification inequalities are proven for arbitrary martingale difference sequences and conditionally independent random variables of the form f k ( s ) x k ( t ) k = 1 , where f k ’s are independent and xk’s are arbitrary random variables from a symmetric space X on [0,1]. The main results show that the form of these inequalities depends on which side of L₂ the space X lies on. The disjointification inequalities obtained allow us to compare norms of sums of martingale differences and non-negative random variables with...

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