Article ID Journal Published Year Pages File Type
1152239 Statistics & Probability Letters 2012 5 Pages PDF
Abstract

Suppose that ff is a martingale taking values in a Banach space BB and gg is its transform by a deterministic sequence of numbers in {−1,1}{−1,1}, such that supn‖gn‖≥1supn‖gn‖≥1 almost surely. We show that a certain family of ΦΦ-estimates for ff holds true if and only BB is a Hilbert space.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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