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Orlicz norm inequalities for operator-valued martingale transforms

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  • Yu, Lin

Abstract

The [Phi]-inequalities for the martingale transform operators with operator-valued multiplying sequence are proved. As an application, a new method to prove the [Phi]-inequalities between the maximal functions and the p-variation of Banach space-valued martingales is presented. Some geometric properties of the underlying Banach spaces are also considered.

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  • Yu, Lin, 2008. "Orlicz norm inequalities for operator-valued martingale transforms," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2664-2670, November.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:16:p:2664-2670
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