Related papers: Some remarks on tangent martingale difference sequ…

In this paper we consider Meyer-Yoeurp decompositions for UMD Banach space-valued martingales. Namely, we prove that $X$ is a UMD Banach space if and only if for any fixed $p\in (1,\infty)$, any $X$-valued $L^p$-martingale $M$ has a unique…

Let X be a Banach space. We prove p-independence of the one-sided decoupling inequality for X-valued tangent martingales as introduced by Kwapien and Woyczynski. It is known that a Banach space X satisfies the two-sided decoupling…

We show that the canonical decomposition (comprising both the Meyer-Yoeurp and the Yoeurp decompositions) of a general $X$-valued local martingale is possible if and only if $X$ has the UMD property. More precisely, $X$ is a UMD Banach…

Let $(X_i, \mathcal{F}_i)_{i\geq1}$ be a martingale difference sequence in a smooth Banach space. Let $S_n=\sum_{i=1}^nX_i, n\geq 1,$ be the partial sums of $(X_i, \mathcal{F}_i)_{i\geq 1}$. We give upper bounds on the quantity…

For each 1 < p < infinity, there exists a positive constant c_p, depending only on p, such that the following holds. Let (d_k), (e_k) be real-valued martingale difference sequences. If for for all bounded nonnegative predictable sequences…

In this paper we prove Burkholder-Davis-Gundy inequalities for a general martingale $M$ with values in a UMD Banach space $X$. Assuming that $M_0=0$, we show that the following two-sided inequality holds for all $1\leq p<\infty$:…

In this paper we introduce the notion of weak differential subordination for martingales and show that a Banach space $X$ is a UMD Banach space if and only if for all $p\in (1,\infty)$ and all purely discontinuous $X$-valued martingales $M$…

Let $1 < p \neq q < \infty $ and $(D, \mu) = (\{\pm 1\}, 1/2 \delta_{-1} + 1/2 \delta_1)$. Define by recursion: $X_0 = \C$ and $X_{n+1} = L_p(\mu; L_q(\mu; X_n))$. In this paper, we show that there exist $c_1=c_1(p, q)>1$ depending only on…

We characterize the UMD property of a Banach space by tail inequalities for maximal functions of tangent conditionally symmetric processes. More precisely, we prove that a Banach space $V$ is UMD if and only if for some (equivalently, for…

In the present paper we introduce the notion of strongly orthogonal martingales. Moreover, we show that for any UMD Banach space $X$ and for any $X$-valued strongly orthogonal martingales $M$ and $N$ such that $N$ is weakly differentially…

Linear equivalences of norms of vector-valued singular integral operators and vector-valued martingale transforms are studied. In particular, it is shown that the UMD(p)-constant of a Banach space X equals the norm of the real (or the…

We study some sufficient conditions imposed on the sequence of martingale differences (m.d.) in the separable Banach spaces of continuous functions defined on the metric compact set for the Central Limit Theorem in this space. We taking…

This paper is devoted to tangent martingales in Banach spaces. We provide the definition of tangency through local characteristics, basic $L^p$- and $\phi$-estimates, a precise construction of a decoupled tangent martingale, new estimates…

We introduce stronger versions of the usual notions of martingale type p <= 2 and cotype q >= 2 of a Banach space X and show that these concepts are equivalent to uniform p-smoothness and q-convexity, respectively. All these are metric…

Given an infinite matrix $M=(m_{nk})$ we study a family of sequence spaces $\ell_M^p$ associated with it. When equipped with a suitable norm $\|\cdot\|_{M,p}$ we prove some basic properties of the Banach spaces of sequences…

In this paper, we will study concentration inequalities for Banach space-valued martingales. Firstly, we prove that a Banach space $X$ is linearly isomorphic to a $p$-uniformly smooth space ($1<p\leq 2$) if and only if an Azuma-type…

It is shown that if (X,||.||_X) is a Banach space with Rademacher type p \ge 1, then for every integer n there exists an even integer m < Cn^{2-1/p}log n (C is an absolute constant), such that for every f:Z_m^n --> X, \Avg_{x,\e}[||f(x+…

Our goal in this paper is to advance the state of the art of the topic of uniqueness of unconditional basis. To that end we establish general conditions on a pair $(\mathbb{X}, \mathbb{Y})$ formed by a quasi-Banach space $\mathbb{X}$ and a…

We consider decoupling inequalities for random variables taking values in a Banach space $X$. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be…

Let $(X,d,p)$ be a pointed metric space. A pretangent space to $X$ at $p$ is a metric space consisting of some equivalence classes of convergent to $p$ sequences $(x_n), x_n \in X,$ whose degree of convergence is comparable with a given…