Some inequalities for strong martingales
The martingale Hardy space and the classical Hardy space are introduced. We prove that certain means of the partial sums of the two-parameter Walsh-Fourier and trigonometric-Fourier series are uniformly bounded operators from to (0 < p ≤ 1). As a consequence we obtain strong convergence theorems for the partial sums. The classical Hardy-Littlewood inequality is extended to two-parameter Walsh-Fourier and trigonometric-Fourier coefficients. The dual inequalities are also verified and a...
We establish the Doob inequality for martingale difference arrays and provide a sufficient condition so that the strong law of large numbers would hold for an arbitrary array of random elements without imposing any geometric condition on the Banach space. Some corollaries are derived from the main results, they are more general than some well-known ones.