On the behavior of the constant in a decoupling inequality for martingales

Author:
Paweł Hitczenko

Journal:
Proc. Amer. Math. Soc. **121** (1994), 253-258

MSC:
Primary 60G42

DOI:
https://doi.org/10.1090/S0002-9939-1994-1176481-2

MathSciNet review:
1176481

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Abstract | References | Similar Articles | Additional Information

Abstract: Let and be two martingales with respect to the same filtration such that their difference sequences and satisfy

*p*. We show that . This will be obtained via a new version of Rosenthal's inequality which generalizes a result of Pinelis and which may be of independent interest.

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Additional Information

DOI:
https://doi.org/10.1090/S0002-9939-1994-1176481-2

Keywords:
Moment inequalities,
martingale,
tangent sequences

Article copyright:
© Copyright 1994
American Mathematical Society