Article ID Journal Published Year Pages File Type
4664694 Acta Mathematica Scientia 2009 8 Pages PDF
Abstract

A generalized Rosenthal's inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexity of the underlying Banach space. As an application of this inequality, the strong law of large numbers for Banach-space-valued martingales is also given.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)