Acta mathematica scientia, Series B >
GENERALIZED ROSENTHAL’S INEQUALITY FOR BANACH-SPACE-VALUED MARTINGALES
Received date: 2007-08-05
Online published: 2009-03-20
Supported by
Supported by the Scientific Research Foundation of Hubei Province (D200613001) and the National Natural Science Foundation of China (10371093)
A generalized Rosenthal’s inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and character-izes the p-uniform smoothness and q-uniform convexity of the underlying Banach space. As an application of this inequality, the strong law of large numbers for Banach-space-valued martingales is also given.
Yu Lin . GENERALIZED ROSENTHAL’S INEQUALITY FOR BANACH-SPACE-VALUED MARTINGALES[J]. Acta mathematica scientia, Series B, 2009 , 29(2) : 305 -312 . DOI: 10.1016/S0252-9602(09)60031-X
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