A generalization of Φ-moment martingale inequalities

Lihua Peng and Junping Li

Statistics & Probability Letters, 2015, vol. 102, issue C, 61-68

Abstract: In this paper, some Φ-moment martingale inequalities associated with concave functions are proved in the frame of Lorentz spaces. Our main method is to construct some new atomic decomposition theorems.

Keywords: Martingales; Φ-inequalities; Concave functions; Lp,q-norm; Atomic decompositions (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S016771521500098X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:102:y:2015:i:c:p:61-68

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2015.03.009

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().