Rosenthal-type inequalities for martingales in 2-smooth banach spaces
Document Type
Article
Publication Date
1-1-2015
Abstract
© 2015 Society for Industrial and Applied Mathematics. Certain previously known upper bounds on the moments of the norm of martingales in 2-smooth Banach spaces are improved. Some of these improvements hold even for sums of independent real-valued random variables. Applications to concentration of measure on product spaces for separately Lipschitz functions are presented, including ones concerning the central moments of the norm of the sums of independent random vectors in any separable Banach space.
Publication Title
Theory of Probability and its Applications
Recommended Citation
Pinelis, I.
(2015).
Rosenthal-type inequalities for martingales in 2-smooth banach spaces.
Theory of Probability and its Applications,
59(4), 699-706.
http://doi.org/10.1137/S0040585X97T987417
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/12341