A generalized Rosenthal＇s inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexi...A generalized Rosenthal＇s inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexity of the underlying Banach space. As an application of this inequality, the strong law of large numbers for Banach-space-valued martingales is also given.展开更多
Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M...Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M） if and only if （σn（x）n≥1 converges in E（.hd）, where E（A//） is a noncommutative rearrangement invariant Banach function space with the Fatou property and σn（x） is given by σn（x） = 1/Wn ∑k=1^n wkxk, n=1, 2, .If in addition, E（Ad） has absolutely continuous norm, then, （an（x））≥1 converges in E（.M） if and only if x = （Xn）n≥1 is uniformly integrable and its limit in measure topology x∞∈ E（M）.展开更多
In this paper, the so-called（p,Ф）-Carleson measure is introduced and the rela-tionship between vector-valued martingales in the general Campanato spaces Lp,Ф（X） and the （p, Ф）-Carleson measures is investigate...In this paper, the so-called（p,Ф）-Carleson measure is introduced and the rela-tionship between vector-valued martingales in the general Campanato spaces Lp,Ф（X） and the （p, Ф）-Carleson measures is investigated. Specifically, it is proved that for q ∈ [2, ∞）, the measure d# ：-=││ dfk││^qdP dm is a （q, Ф）-Carleson measure on Ω × N for every f ∈ Lq,Ф（X） if and only if X has an equivalent norm which is q-uniformly convex; while for p C （1, 2], the measure dμ ：=││dfk││^pP dm is a （p, Ф）-Carleson measure on Ω ×N implies that f ∈ Lp,Ф（X） if and only if X admits an equivalent norm which is p-uniformly smooth. This result extends an earlier result in the literature from BMO spaces to general Campanato spaces.展开更多
In this paper we proved the A_(p)-weighted inequalities for martingale transforms and differential subordinations of Banach-space-valued regular maringales.We discussed the relations between the weighted inequalities,...In this paper we proved the A_(p)-weighted inequalities for martingale transforms and differential subordinations of Banach-space-valued regular maringales.We discussed the relations between the weighted inequalities,A_(p)-weight functions and the Banach spaces which has the UMD property or are isomorphic to Hilbert space.展开更多
Let 2≤p【∞ and let (f n) be a martingale. Using exponential bounds of the probabilities of the type P(|f n|】λ‖T(f n)‖ ∞) for some quasi-linear operators acting on martingales, we estimate upper bounds for t...Let 2≤p【∞ and let (f n) be a martingale. Using exponential bounds of the probabilities of the type P(|f n|】λ‖T(f n)‖ ∞) for some quasi-linear operators acting on martingales, we estimate upper bounds for the L p-norms of the maximal functions of martinglaes. Our result is the extension and improvements of the results obtained previously by HITCZENKO and ZENG .展开更多
Let 1≤q≤∞,b be a slowly varying function and letΦ:[0,∞)■[0,∞)be an increasing convex function withΦ(0)=0 and■Φ(r)=∞.In this paper,we present a new class of Doob’s maximal inequality on Orlicz-Lorentz-Karam...Let 1≤q≤∞,b be a slowly varying function and letΦ:[0,∞)■[0,∞)be an increasing convex function withΦ(0)=0 and■Φ(r)=∞.In this paper,we present a new class of Doob’s maximal inequality on Orlicz-Lorentz-Karamata spaces LΦ,q,b.The results are new,even for the Lorentz-Karamata spaces withΦ(t)=tp,the Orlicz-Lorentz spaces with b≡1,and weak Orlicz-Karamata spaces with q=∞in the framework of LΦ,q,b-Moreover,we obtain some even stronger qualitative results that can remove the△2-condition of Liu,Hou and Wang(Sci China Math,2010,53(4):905-916).展开更多
We give an extension of Delyon's inequality for locally square integrable martingales.The result is very useful for establishing self-normalized exponential inequality for martingales.An application to linear regr...We give an extension of Delyon's inequality for locally square integrable martingales.The result is very useful for establishing self-normalized exponential inequality for martingales.An application to linear regressions is discussed.展开更多
This article investigates convergence,transforms and q-square summability of banach space valued quasi-eventual martingales.Some basic results of Banach space valued martingales are improved and extended.
There are several important generalizations of martingales such as games fairer with time, quasi-mils and sequential martingales in the limit. In the note, we shall consider all possible structures of a probability sp...There are several important generalizations of martingales such as games fairer with time, quasi-mils and sequential martingales in the limit. In the note, we shall consider all possible structures of a probability space （Ω,A, （An）, P） associated with a stochastic basis（An） of sub a-fields of A with An ↑ A. Then, we shall apply them to establish some comparison results for the aforementioned generalizations of martingales.展开更多
In this article, several weak Hardy spaces of Banach-space-valued martingales are introduced, some atomic decomposition theorems for them are established and their duals are investigated. The results closely depend on...In this article, several weak Hardy spaces of Banach-space-valued martingales are introduced, some atomic decomposition theorems for them are established and their duals are investigated. The results closely depend on the geometrical properties of the Banach space in which the martingales take values.展开更多
In this article, some necessary and sufficient conditions are shown in order that the inequality of the form Ф1（λ）Pu（f^＊〉λ）≤Ev （Ф2（C｜f∞｜）） holds with some constant C 〉 0 independent of martingale f...In this article, some necessary and sufficient conditions are shown in order that the inequality of the form Ф1（λ）Pu（f^＊〉λ）≤Ev （Ф2（C｜f∞｜）） holds with some constant C 〉 0 independent of martingale f = （fn）n≥0 and λ 〉 0, where Фl and Ф2 are a pair of Young functions, f^＊=sup n≥0｜fn｜ adn f∞=lim n→∞ fn a.e.展开更多
In this paper we introduce the concept of two-parameterB-valued strong martingales and investigate some features of these strong martingales. We also characterizep-smoothable Banach spaces in terms of these strong mar...In this paper we introduce the concept of two-parameterB-valued strong martingales and investigate some features of these strong martingales. We also characterizep-smoothable Banach spaces in terms of these strong martingales.展开更多
The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. ...The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. Here the results are connected closely with the p-uniform smoothness and q-uniform convexity of Banach spaces which the martingales take values in.展开更多
In this paper we investigated theL 1 norm inequalities of theP square and the maximal functions of two-parameterB-valued strong martingales, which can be applied to characterizep-smoothness andq-convexity of Banach sp...In this paper we investigated theL 1 norm inequalities of theP square and the maximal functions of two-parameterB-valued strong martingales, which can be applied to characterizep-smoothness andq-convexity of Banach spaces.展开更多
In this article the authors introduce the minimal operator on martingale spaces, discuss some one-weight and two-weight inequalities for the minimal operator and characterize the conditions which make the inequalities...In this article the authors introduce the minimal operator on martingale spaces, discuss some one-weight and two-weight inequalities for the minimal operator and characterize the conditions which make the inequalities hold.展开更多
Let d μ=ψ d ν be a complex valued measure where ν is a non negative measure and ψ is a complex valued function which satisfies b + p or b + ∞∩a 1 condition. We prove some basic martingale i...Let d μ=ψ d ν be a complex valued measure where ν is a non negative measure and ψ is a complex valued function which satisfies b + p or b + ∞∩a 1 condition. We prove some basic martingale inequalities such as B G inequalities, weak ( p,p) and strong (p,p) type inequalities for Banach space valued martingale with respect to complex measure μ .展开更多
In this article, some necessary and sufficient conditions are shown in order that weighted inequality of the form ■holds a.e. for uniformly integrable martingales f =(f_n)n≥0 with some constant C > 0,where Φ_1,...In this article, some necessary and sufficient conditions are shown in order that weighted inequality of the form ■holds a.e. for uniformly integrable martingales f =(f_n)n≥0 with some constant C > 0,where Φ_1,Φ_2 are Young functions, w_i(i = 1,2,3, 4) are weights, f~* =sup n≥0 |f_n| and f_∞=lim n→∞ f_n a.e. As an application, two-weight weak type maximal inequalities of martingales are considered, and particularly a new equivalence condition is presented.展开更多
Let 1,2 be nonnegative nondecreasing functions, and 1 be concave. Theauthors prove the equivalence of the following two conditions:(i) E1(Mf) < cE2(Zo+A) for every nonnegative submartingale f = (fn)n>o with it&#...Let 1,2 be nonnegative nondecreasing functions, and 1 be concave. Theauthors prove the equivalence of the following two conditions:(i) E1(Mf) < cE2(Zo+A) for every nonnegative submartingale f = (fn)n>o with it'sDoob's Decomposition: f= Z + A, where Z is a martingale in L1 and A is a nonnegativeincrasing and predictable process.(ii) There exists positive constants c, to such that > to.When 1 =2 the condition (ii) above is equivalent to the classical condition p < 1. Asa consequence, for a concave function ,if and only if E1(Mf) < cE2(Zo+A)for every nonnegative submartingale f.展开更多
In this paper we deal with the martingales in variable Lebesgue space over a probability space.We first prove several basic inequalities for conditional expectation operators and give several norm convergence conditio...In this paper we deal with the martingales in variable Lebesgue space over a probability space.We first prove several basic inequalities for conditional expectation operators and give several norm convergence conditions for martingales in variable Lebesgue space.The main aim of this paper is to investigate the boundedness of weak-type and strong-type Doob’s maximal operators in martingale Lebesgue space with a variable exponent.In particular,we present two kinds of weak-type Doob’s maximal inequalities and some necessary and sufficient conditions for strong-type Doob’s maximal inequalities.Finally,we provide two counterexamples to show that the strong-type inequality does not hold in general variable Lebesgue spaces with p>1.展开更多
Let B be a Banach space, φ1, φ2 be two generalized convex φ-functions and φ1, φ2 the Young complementary functions of ψ1, ψ2 respectively with∫t t0ψ2（s）/sds≤ds≤c0ψ1（c0t）（t〉t0）for some constants co ...Let B be a Banach space, φ1, φ2 be two generalized convex φ-functions and φ1, φ2 the Young complementary functions of ψ1, ψ2 respectively with∫t t0ψ2（s）/sds≤ds≤c0ψ1（c0t）（t〉t0）for some constants co 〉 0 and to 〉 0, where ψ1 and ψ2 are the left-continuous derivative functions of ψ1 and ψ2, respectively. We claim that： （i） If B is isomorphic to a p-uniformly smooth space （or q-uniformly convex space, respectively）, then there exists a constant c 〉 0 such that for any B-valued martingale f = （fn）n≥0,｜｜f^＊｜｜φ1≤｜｜S^（p）（f）｜｜φ2（of｜｜S^（q）（f）｜｜φ1≤c｜｜f^＊｜｜φ2,respectively）,where f^＊ and S^（p） （f） are the maximal function and the p-variation function of f respectively; （ii） If B is a UMD space, Tvf is the martingale transform of f with respect to v = （Vn）z≥0 （V^＊ 〈 1）, then ｜｜（Tvf）^＊｜｜Ф1≤f^＊｜｜Ф2.展开更多
基金Supported by the Scientific Research Foundation of Hubei Province (D200613001)the National Natural Science Foundation of China (10371093)
文摘A generalized Rosenthal＇s inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexity of the underlying Banach space. As an application of this inequality, the strong law of large numbers for Banach-space-valued martingales is also given.
基金supported by the National Natural Science Foundation of China (11071190)
文摘Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M） if and only if （σn（x）n≥1 converges in E（.hd）, where E（A//） is a noncommutative rearrangement invariant Banach function space with the Fatou property and σn（x） is given by σn（x） = 1/Wn ∑k=1^n wkxk, n=1, 2, .If in addition, E（Ad） has absolutely continuous norm, then, （an（x））≥1 converges in E（.M） if and only if x = （Xn）n≥1 is uniformly integrable and its limit in measure topology x∞∈ E（M）.
基金supported by National Natural Science Foundation of China(11601267)
文摘In this paper, the so-called（p,Ф）-Carleson measure is introduced and the rela-tionship between vector-valued martingales in the general Campanato spaces Lp,Ф（X） and the （p, Ф）-Carleson measures is investigated. Specifically, it is proved that for q ∈ [2, ∞）, the measure d# ：-=││ dfk││^qdP dm is a （q, Ф）-Carleson measure on Ω × N for every f ∈ Lq,Ф（X） if and only if X has an equivalent norm which is q-uniformly convex; while for p C （1, 2], the measure dμ ：=││dfk││^pP dm is a （p, Ф）-Carleson measure on Ω ×N implies that f ∈ Lp,Ф（X） if and only if X admits an equivalent norm which is p-uniformly smooth. This result extends an earlier result in the literature from BMO spaces to general Campanato spaces.
文摘In this paper we proved the A_(p)-weighted inequalities for martingale transforms and differential subordinations of Banach-space-valued regular maringales.We discussed the relations between the weighted inequalities,A_(p)-weight functions and the Banach spaces which has the UMD property or are isomorphic to Hilbert space.
文摘Let 2≤p【∞ and let (f n) be a martingale. Using exponential bounds of the probabilities of the type P(|f n|】λ‖T(f n)‖ ∞) for some quasi-linear operators acting on martingales, we estimate upper bounds for the L p-norms of the maximal functions of martinglaes. Our result is the extension and improvements of the results obtained previously by HITCZENKO and ZENG .
基金supported by the National Natural Science Foundation of China(11801001,12101223)the Scientific Research Fund of Hunan Provincial Education Department(20C0780)the Natural Science Foundation of Hunan Province(2022JJ40145,2022JJ40146)。
文摘Let 1≤q≤∞,b be a slowly varying function and letΦ:[0,∞)■[0,∞)be an increasing convex function withΦ(0)=0 and■Φ(r)=∞.In this paper,we present a new class of Doob’s maximal inequality on Orlicz-Lorentz-Karamata spaces LΦ,q,b.The results are new,even for the Lorentz-Karamata spaces withΦ(t)=tp,the Orlicz-Lorentz spaces with b≡1,and weak Orlicz-Karamata spaces with q=∞in the framework of LΦ,q,b-Moreover,we obtain some even stronger qualitative results that can remove the△2-condition of Liu,Hou and Wang(Sci China Math,2010,53(4):905-916).
文摘We give an extension of Delyon's inequality for locally square integrable martingales.The result is very useful for establishing self-normalized exponential inequality for martingales.An application to linear regressions is discussed.
基金supported by the National Natural Science Foundation of China
文摘This article investigates convergence,transforms and q-square summability of banach space valued quasi-eventual martingales.Some basic results of Banach space valued martingales are improved and extended.
基金Supported by the Natural Science Foundation of the Education Department of Henan province(200510483002)
文摘There are several important generalizations of martingales such as games fairer with time, quasi-mils and sequential martingales in the limit. In the note, we shall consider all possible structures of a probability space （Ω,A, （An）, P） associated with a stochastic basis（An） of sub a-fields of A with An ↑ A. Then, we shall apply them to establish some comparison results for the aforementioned generalizations of martingales.
基金Supported by the National Natural Foundation of China(10671147)
文摘In this article, several weak Hardy spaces of Banach-space-valued martingales are introduced, some atomic decomposition theorems for them are established and their duals are investigated. The results closely depend on the geometrical properties of the Banach space in which the martingales take values.
文摘In this article, some necessary and sufficient conditions are shown in order that the inequality of the form Ф1（λ）Pu（f^＊〉λ）≤Ev （Ф2（C｜f∞｜）） holds with some constant C 〉 0 independent of martingale f = （fn）n≥0 and λ 〉 0, where Фl and Ф2 are a pair of Young functions, f^＊=sup n≥0｜fn｜ adn f∞=lim n→∞ fn a.e.
文摘In this paper we introduce the concept of two-parameterB-valued strong martingales and investigate some features of these strong martingales. We also characterizep-smoothable Banach spaces in terms of these strong martingales.
基金Supported by the National Natural Science Foun-dation of China (10371093)
文摘The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. Here the results are connected closely with the p-uniform smoothness and q-uniform convexity of Banach spaces which the martingales take values in.
基金Supported by the National Natural Science Foundation of China
文摘In this paper we investigated theL 1 norm inequalities of theP square and the maximal functions of two-parameterB-valued strong martingales, which can be applied to characterizep-smoothness andq-convexity of Banach spaces.
基金This work was supported by the NSF of China and the aid financial plan for the backbone of the young teachers of University of Henan
文摘In this article the authors introduce the minimal operator on martingale spaces, discuss some one-weight and two-weight inequalities for the minimal operator and characterize the conditions which make the inequalities hold.
文摘Let d μ=ψ d ν be a complex valued measure where ν is a non negative measure and ψ is a complex valued function which satisfies b + p or b + ∞∩a 1 condition. We prove some basic martingale inequalities such as B G inequalities, weak ( p,p) and strong (p,p) type inequalities for Banach space valued martingale with respect to complex measure μ .
基金Supported by the National Natural Science Foundation of China(11871195)
文摘In this article, some necessary and sufficient conditions are shown in order that weighted inequality of the form ■holds a.e. for uniformly integrable martingales f =(f_n)n≥0 with some constant C > 0,where Φ_1,Φ_2 are Young functions, w_i(i = 1,2,3, 4) are weights, f~* =sup n≥0 |f_n| and f_∞=lim n→∞ f_n a.e. As an application, two-weight weak type maximal inequalities of martingales are considered, and particularly a new equivalence condition is presented.
文摘Let 1,2 be nonnegative nondecreasing functions, and 1 be concave. Theauthors prove the equivalence of the following two conditions:(i) E1(Mf) < cE2(Zo+A) for every nonnegative submartingale f = (fn)n>o with it'sDoob's Decomposition: f= Z + A, where Z is a martingale in L1 and A is a nonnegativeincrasing and predictable process.(ii) There exists positive constants c, to such that > to.When 1 =2 the condition (ii) above is equivalent to the classical condition p < 1. Asa consequence, for a concave function ,if and only if E1(Mf) < cE2(Zo+A)for every nonnegative submartingale f.
文摘In this paper we deal with the martingales in variable Lebesgue space over a probability space.We first prove several basic inequalities for conditional expectation operators and give several norm convergence conditions for martingales in variable Lebesgue space.The main aim of this paper is to investigate the boundedness of weak-type and strong-type Doob’s maximal operators in martingale Lebesgue space with a variable exponent.In particular,we present two kinds of weak-type Doob’s maximal inequalities and some necessary and sufficient conditions for strong-type Doob’s maximal inequalities.Finally,we provide two counterexamples to show that the strong-type inequality does not hold in general variable Lebesgue spaces with p>1.
基金supported by the National Natural Science Foundation of China (11071190)
文摘Let B be a Banach space, φ1, φ2 be two generalized convex φ-functions and φ1, φ2 the Young complementary functions of ψ1, ψ2 respectively with∫t t0ψ2（s）/sds≤ds≤c0ψ1（c0t）（t〉t0）for some constants co 〉 0 and to 〉 0, where ψ1 and ψ2 are the left-continuous derivative functions of ψ1 and ψ2, respectively. We claim that： （i） If B is isomorphic to a p-uniformly smooth space （or q-uniformly convex space, respectively）, then there exists a constant c 〉 0 such that for any B-valued martingale f = （fn）n≥0,｜｜f^＊｜｜φ1≤｜｜S^（p）（f）｜｜φ2（of｜｜S^（q）（f）｜｜φ1≤c｜｜f^＊｜｜φ2,respectively）,where f^＊ and S^（p） （f） are the maximal function and the p-variation function of f respectively; （ii） If B is a UMD space, Tvf is the martingale transform of f with respect to v = （Vn）z≥0 （V^＊ 〈 1）, then ｜｜（Tvf）^＊｜｜Ф1≤f^＊｜｜Ф2.
