Contraction Principles for Vector Valued Martingales with Respect to Random Variables Having Exponential Tail with Exponent 2

Stefan Geiss ()
Additional contact information
Stefan Geiss: University of Jyväskylä

Journal of Theoretical Probability, 2001, vol. 14, issue 1, 39-59

Abstract: Abstract We prove a contraction principle for vector valued martingales with respect to random variables having exponential tail behaviour with exponent 2

Keywords: martingales; exponential random variables; Weibull distribution; Banach spaces; contraction principle (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1023/A:1007864813858 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:spr:jotpro:v:14:y:2001:i:1:d:10.1023_a:1007864813858

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1023/A:1007864813858

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().