Upper bounds for theL
p
-norms of martingales |
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| Authors: | Paweŀ Hitczenko |
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| Institution: | (1) Department of Mathematics, Texas A&M University, 77843-3368 College Station, TX, USA;(2) Present address: Department of Mathematics, North Carolina State University, P.O. Box 8205, 27695-8205 Raleigh, NC, USA |
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| Abstract: | Summary Let (f
n
) be a martingale. We establish a relationship between exponential bounds for the probabilities of the typeP(|f
n
|> · T(f
n
) ) and the size of the constantC
p
appearing in the inequality f
*
p
 C
p
T
*(f)
p
, for some quasi-linear operators acting on martingales.This research was supported in part by NSF Grant, no. DMS-8902418On leave from Academy of Physical Education, Warsaw, Poland |
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| Keywords: | |
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