Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4664694 | Acta Mathematica Scientia | 2009 | 8 Pages |
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.
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Mathematics
Mathematics (General)