Search Results

You are looking at 1 - 10 of 70 items for :

  • "martingales." x
  • All content x
Clear All

] Weisz , F. 1994 Martingale Hardy Spaces and their Applications in Fourier Analysis Lecture Notes in Math. 1568. [7] Long , R

Restricted access

STRASSEN, V., Almost sure behavior of sums of independent random variables and martingales, Proc. Fifth Berkeley Sympos. Math. Statist. and Probability (Berkeley, Calif., 1965/66), Vol. II: Contributions to

Restricted access

. , Convergence theorems of martingales , Z. Wahrscheinlichkeitstheorie und Verw. Gebiete , 1 ( 1963 ), 340 – 346 . [4] Galstyan , S. Sh. , On uniqueness of the

Restricted access

continuous martingales , Theor. Prob. Appl. 10 ( 1965 ), 401 – 410 . [2] D ubins , L. E. , É mery , Michel and Y or , М. , On the Lévy transformation of Brownian motions

Restricted access

134 Bercu, B. , On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications, Stochastic Process. Appl. 111 (2004

Restricted access

Abstract  

Characterizations of the two-dimensional H 1, BMO and VMO martingale spaces generated by bounded Vilenkin systems via conjugate martingale transforms are studied.

Restricted access

Abstract  

In this paper atomic decompositions for two-parameter vector-valued martingales are given. With the help of the atomic decompositions the relations between the mutual embedding of two-parameter vector-valued martingale spaces and geometric properties of Banach spaces are investigated. Our study shows that geometric properties of Banach spaces determine the embedding of martingale spaces and conversely the latter can characterize the former.

Restricted access

Abstract  

Several interpolation theorems on martingale Hardy spaces over weighted measure spaces are given. Our proofs are based on the atomic decomposition of martingale Hardy spaces over weighted measure spaces. As applications of interpolation theorems, some inequalities of martingale transform operator are obtained.

Restricted access

In a one-parameter model for evolution of random trees strong law of large numbers and central limit theorem are proved for the number of vertices with low degree. The proof is based on elementary martingale theory.

Restricted access

Abstract  

Some atomic decomposition theorems are proved in vector-valued weak martingale Hardy spaces w pΣα(X), w p Q α(X) and wD α(X). As applications of atomic decompositions, a sufficient condition for sublinear operators defined on some vector-valued weak martingale Hardy spaces to be bounded is given. In particular, some weak versions of martingale inequalities for the operators f*, S (p)(f) and σ(p)(f) are obtained.

Restricted access