Norm Inequalities for Operators of Matrix Type on Strongly Subordinate Martingale Difference Sequences

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概要

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• Let X,Y be two discrete-time martingales. We say that X is strongly differentially subordinate to Y if their difference sequences satisfy that |X_n-X_<n-1>| ≤ |Y_n-Y_<n-1>|. Our purpose in this note is to show that E[Φ(U^<**>(X))] ≤ CE[Φ(V^*(Y))] if X is strongly differentially subordinate to Y, where Φ (t) is a convex moderate function and U, V are operators of matrix type on martingales. Our method is based on distribution function inequalities and the Davis decomposition of martingales.

• 東海大学の論文
• 2003-03-30

著者

• Izumisawa Masataka

  Department Of Mathematical Sciences School Of Science Tokai University

関連論文

• Norm Inequalities for Operators of Matrix Type on Strongly Subordinate Martingale Difference Sequences

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