arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 0801.0695math.PRmath.FA

Some remarks on tangent martingale difference sequences in $L^1$-spaces

Sonja Cox, Mark Veraar

英文摘要:

Let X be a Banach space. Suppose that for all $p\in (1, \infty)$ a constant $C_{p,X}$ depending only on X and p exists such that for any two X-valued martingales f and g with tangent martingale difference sequences one has \[\E\|f\|^p \leq C_{p,X} \E\|g\|^p (*).\] This property is equivalent to the UMD condition. In fact, it is still equivalent to the UMD condition if in addition one demands that either f or g satisfy the so-called (CI) condition. However, for some applications it suffices to assume that (*) holds whenever g satisfies the (CI) condition. We show that the class of Banach spaces for which (*) holds whenever only g satisfies the (CI) condition is more general than the class of UMD spaces, in particular it includes the space L^1. We state several problems related to (*) and other decoupling inequalities.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑