Best possible bounds of the von Bahr-Esseen type
Document Type
Article
Publication Date
1-1-2015
Abstract
The well-known von Bahr-Esseen bound on the absolute pth moments of martingales with p ∈ (1, 2] is extended to a large class of moment functions, and now with a best possible constant factor (which depends on the moment function). As an application, measure concentration inequalities for separately Lipschitz functions on product spaces are obtained. Relations with p-uniformly smooth and q-uniformly convex normed spaces are discussed.
Publication Title
Annals of Functional Analysis
Recommended Citation
Pinelis, I.
(2015).
Best possible bounds of the von Bahr-Esseen type.
Annals of Functional Analysis,
6(4), 1-29.
http://doi.org/10.15352/afa/06-4-1
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/13522