Best constants in the weak type inequalities for a martingale conditional square function

Adam Osȩkowski

Statistics & Probability Letters, 2012, vol. 82, issue 5, 885-893

Abstract: We determine the optimal constants in the weak type (p,q) inequalities involving a martingale, its square and conditional square function. Some applications are presented.

Keywords: Martingale; Square function; Conditional square function; Weak type inequality (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:82:y:2012:i:5:p:885-893

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DOI: 10.1016/j.spl.2012.01.024

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