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Weak type inequalities for conditionally symmetric martingales

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  • Ose[combining cedilla]kowski, Adam

Abstract

Let f be a conditionally symmetric martingale and let S(f) be its square function. We prove that where In addition, the constant Cp is shown to be the best possible even for the class of dyadic martingales.

Suggested Citation

  • Ose[combining cedilla]kowski, Adam, 2010. "Weak type inequalities for conditionally symmetric martingales," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 2009-2013, December.
  • Handle: RePEc:eee:stapro:v:80:y:2010:i:23-24:p:2009-2013
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    Cited by:

    1. Sason, Igal, 2013. "Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps," Statistics & Probability Letters, Elsevier, vol. 83(8), pages 1928-1936.

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