The Hájek-Rényi inequality for Banach space valued martingales and the p smoothness of Banach spaces

A p-smoothable Banach space is characterized in terms of the Hájek-Rényi inequality for Banach space valued martingales. As applications of this inequality, the strong law of large numbers and integrability of the supremum of Banach space valued martingales are also given.

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Year of publication:	1997
Authors:	Shixin, Gan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 32.1997, 3, p. 245-248
Publisher:	Elsevier
Keywords:	Banach space valued martingale Hájek-Rényi inequality p-smoothable space Strong law of large numbers

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313943