Weak type inequalities for conditionally symmetric martingales

Ose[combining cedilla]kowski, Adam

Statistics & Probability Letters, 2010, vol. 80, issue 23-24, 2009-2013

Abstract: Let f be a conditionally symmetric martingale and let S(f) be its square function. We prove that where In addition, the constant Cp is shown to be the best possible even for the class of dyadic martingales.

Keywords: Martingale; Square; function; Weak; type; inequality (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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