This article investigates convergence, transforms and q-square summability of banach space valued quasi-eventual martingales. Some basic results of Banach space valued martingales are improved and extended.
The interpolation spaces between Banach space valued martingale Hardy spaces, between Hardy and BMO spaces are identified respectively. Some results obtained here are connected closely with the convexity and smooth...The interpolation spaces between Banach space valued martingale Hardy spaces, between Hardy and BMO spaces are identified respectively. Some results obtained here are connected closely with the convexity and smoothness of the Banach space which the martingales take values in.展开更多
In this paper we prove the following Hajek Renyi inequality:Let 0<p≤1 ,then for any Banach space B , any L p integrable B valued random variable sequence {D n,n≥1} ,any real number sequence {b...In this paper we prove the following Hajek Renyi inequality:Let 0<p≤1 ,then for any Banach space B , any L p integrable B valued random variable sequence {D n,n≥1} ,any real number sequence {b n,n≥1} with 0<b n↑∞ ,any integer n≥1 ,there exits a constant C=C p>0 (only depending on p ) such thatP( sup j≥nji=1D ib j≥ε)≤Cε -p (∞j=n+1E‖D j‖ pb p j+nj=1E‖D j‖ pb p n) In the other direction,we prove some strong laws of large numbers and the integrability of the maximal functions for B valued random variable sequences by using this inequality and the Hajeck Renyi inequality we have obtained recently.Some known results are extended and improved.展开更多
In this paper, we prove that under the F<sub>4</sub> condition, any L log<sup>+</sup> L bounded two-parameter Banach space valued martingale converges almost surely to an integrable Banach spac...In this paper, we prove that under the F<sub>4</sub> condition, any L log<sup>+</sup> L bounded two-parameter Banach space valued martingale converges almost surely to an integrable Banach space valued random variable if and only if the Banach space has the Radon-Nikodym property. We further prove that the above conclusion remains true if the F<sub>4</sub> condition is replaced by the weaker local F<sub>4</sub> condition.展开更多
基金Project supported by the National Natural Science Foundation of China
文摘This article investigates convergence, transforms and q-square summability of banach space valued quasi-eventual martingales. Some basic results of Banach space valued martingales are improved and extended.
文摘The interpolation spaces between Banach space valued martingale Hardy spaces, between Hardy and BMO spaces are identified respectively. Some results obtained here are connected closely with the convexity and smoothness of the Banach space which the martingales take values in.
文摘In this paper we prove the following Hajek Renyi inequality:Let 0<p≤1 ,then for any Banach space B , any L p integrable B valued random variable sequence {D n,n≥1} ,any real number sequence {b n,n≥1} with 0<b n↑∞ ,any integer n≥1 ,there exits a constant C=C p>0 (only depending on p ) such thatP( sup j≥nji=1D ib j≥ε)≤Cε -p (∞j=n+1E‖D j‖ pb p j+nj=1E‖D j‖ pb p n) In the other direction,we prove some strong laws of large numbers and the integrability of the maximal functions for B valued random variable sequences by using this inequality and the Hajeck Renyi inequality we have obtained recently.Some known results are extended and improved.
基金Project supported by the National Natural Science Foundation of Chinathe State Education Commission Ph. D. Station Foundation
文摘In this paper, we prove that under the F<sub>4</sub> condition, any L log<sup>+</sup> L bounded two-parameter Banach space valued martingale converges almost surely to an integrable Banach space valued random variable if and only if the Banach space has the Radon-Nikodym property. We further prove that the above conclusion remains true if the F<sub>4</sub> condition is replaced by the weaker local F<sub>4</sub> condition.
