Abstract: Certain previously known upper bounds on the moments of the norm of martingales in 2-smooth Banach spaces are improved. Some of these improvements hold even for sums of independent real-valued random variables. Applications to concentration of measure on product spaces for separately Lipschitz functions are presented, including ones concerning the central moments of the norm of the sums of independent random vectors in any separable Banach space
AbstractLet X1, X2,… be a sequence of i.i.d. random variables and Sn their partial sums. Necessary a...
We consider decoupling inequalities for random variables taking values in a Banach space X. We restr...
Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing ...
© 2015 Society for Industrial and Applied Mathematics. Certain previously known upper bounds on the ...
We prove a Marcinkiewicz-Zygmund type inequality for random variables taking values in a smooth Bana...
The well-known von Bahr-Esseen bound on the absolute pth moments of martingales with p ∈ (1, 2] is e...
International audienceWe prove a Marcinkiewicz-Zygmund type inequality for random variables taking v...
Abstract. Let Mn = X1 + · · · + Xn be a martingale with bounded differences Xm = Mm −Mm−1 such tha...
Abstract. The paper obtains the upper estimate for the probability that a norm of a sum of dependent...
International audienceWe provide new comparison inequalities for separately convex functions of inde...
ABSTRACT. A moment inequality is proved for sums of independent random variables in the Lorentz spac...
A p-smoothable Banach space is characterized in terms of the Hájek-Rényi inequality for Banach space...
A moment inequality is proved for sums of independent random variables in the Lorentz spaces LPtq, t...
Published in at http://dx.doi.org/10.3150/08-BEJ131 the Bernoulli (http://isi.cbs.nl/bernoulli/) by ...
In this paper we prove Burkholder–Davis–Gundy inequalities for a general martingale M with values in...
AbstractLet X1, X2,… be a sequence of i.i.d. random variables and Sn their partial sums. Necessary a...
We consider decoupling inequalities for random variables taking values in a Banach space X. We restr...
Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing ...
© 2015 Society for Industrial and Applied Mathematics. Certain previously known upper bounds on the ...
We prove a Marcinkiewicz-Zygmund type inequality for random variables taking values in a smooth Bana...
The well-known von Bahr-Esseen bound on the absolute pth moments of martingales with p ∈ (1, 2] is e...
International audienceWe prove a Marcinkiewicz-Zygmund type inequality for random variables taking v...
Abstract. Let Mn = X1 + · · · + Xn be a martingale with bounded differences Xm = Mm −Mm−1 such tha...
Abstract. The paper obtains the upper estimate for the probability that a norm of a sum of dependent...
International audienceWe provide new comparison inequalities for separately convex functions of inde...
ABSTRACT. A moment inequality is proved for sums of independent random variables in the Lorentz spac...
A p-smoothable Banach space is characterized in terms of the Hájek-Rényi inequality for Banach space...
A moment inequality is proved for sums of independent random variables in the Lorentz spaces LPtq, t...
Published in at http://dx.doi.org/10.3150/08-BEJ131 the Bernoulli (http://isi.cbs.nl/bernoulli/) by ...
In this paper we prove Burkholder–Davis–Gundy inequalities for a general martingale M with values in...
AbstractLet X1, X2,… be a sequence of i.i.d. random variables and Sn their partial sums. Necessary a...
We consider decoupling inequalities for random variables taking values in a Banach space X. We restr...
Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing ...