Hostname: page-component-78c5997874-8bhkd Total loading time: 0 Render date: 2024-11-13T00:54:57.839Z Has data issue: false hasContentIssue false

two examples concerning martingales in banach spaces

Published online by Cambridge University Press:  04 October 2005

jörg wenzel
Affiliation:
department of mathematics and applied mathematics, university of pretoria, pretoria 0002, south [email protected]
Get access

Abstract

the analytic concepts of martingale type $p$ and cotype $q$ of a banach space have an intimate relation with the geometric concepts of $p$-concavity and $q$-convexity of the space under consideration, as shown by pisier. in particular, for a banach space $x$, having martingale type $p$ for some $p{>}1$ implies that $x$ has martingale cotype $q$ for some $q{<}\infty$.

the generalisation of these concepts to linear operators was studied by the author, and it turns out that the duality above only holds in a weaker form. an example is constructed showing that this duality result is best possible.

so-called random martingale unconditionality estimates, introduced by garling as a decoupling of the unconditional martingale differences (umd) inequality, are also examined.

it is shown that the random martingale unconditionality constant of $l_\infty^{2^n}$ for martingales of length $n$ asymptotically behaves like $n$. this improves previous estimates by geiss, who needed martingales of length $2^n$ to show this asymptotic. at the same time the order in the paper is the best that can be expected.

Type
notes and papers
Copyright
the london mathematical society 2005

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Footnotes

this paper grew out of the author's habilitation thesis, which was supported by dfg grant we 1868/1-1.