| Título: | Some remarks on tangent martingale difference sequences in $L^1$-spaces |
| Autores: |
Cox, Sonja Gisela; TU Delft Veraar, Mark Christiaan; TU Delft |
| Fecha: | 2007-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
tangent sequences; UMD Banach spaces; martingale difference sequences; decoupling inequalities; Davis decomposition 60B05; Secondary: 46B09, 60G42 |
| Descripción: | Let $X$ be a Banach space. Suppose that for all $p\in (1, \infty)$ a constant $C_{p,X}$ depending only on $X$ and $p$ exists such that for any two $X$-valued martingales $f$ and $g$ with tangent martingale difference sequences one has $$\mathbb{E}\|f\|^p \leq C_{p,X} \mathbb{E}\|g\|^p \qquad (*).$$ This property is equivalent to the UMD condition. In fact, it is still equivalent to the UMD condition if in addition one demands that either $f$ or $g$ satisfy the so-called (CI) condition. However, for some applications it suffices to assume that $(*)$ holds whenever $g$ satisfies the (CI) condition. We show that the class of Banach spaces for which $(*)$ holds whenever only $g$ satisfies the (CI) condition is more general than the class of UMD spaces, in particular it includes the space $L^1$. We state several problems related to $(*)$ and other decoupling inequalities. |
| Idioma: | No aplica |
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