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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…

泛函分析 · 数学 2007-05-23 Jörg Wenzel

The concept of uniform convexity of a Banach space was generalized to linear operators between Banach spaces and studied by Beauzamy [1976]. Under this generalization, a Banach space X is uniformly convex if and only if its identity map I_X…

泛函分析 · 数学 2007-05-23 J Wenzel

Certain previously known upper bounds on the moments of the norm of martingales in 2-smooth Banach spaces are improved. Some of these improvements hold even for sums of independent real-valued random variables. Applications to concentration…

概率论 · 数学 2017-01-17 Iosif Pinelis

These notes concern the nonlinear geometry of Banach spaces, asymptotic uniform smoothness and several Banach-Saks-like properties. We study the existence of certain concentration inequalities in asymptotically uniformly smooth Banach…

泛函分析 · 数学 2018-08-10 Bruno de Mendonça Braga

A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…

概率论 · 数学 2012-12-11 Iosif Pinelis

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…

概率论 · 数学 2019-09-13 Xiequan Fan , Davide Giraudo

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 $1\leq p<\infty$:…

概率论 · 数学 2020-09-22 Ivan S. Yaroslavtsev

We study the problem of existence and uniqueness of isometric Banach preduals of a Banach space. We derive necessary and sufficient conditions for the existence of an isometric Banach predual of a Banach space $X$. Then we focus on the case…

泛函分析 · 数学 2023-08-01 Karsten Kruse

We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of…

概率论 · 数学 2020-03-10 Davide Giraudo

We prove a concentration inequality for invariant means on topological groups, namely for such adapted to a chain of amenable topological subgroups. The result is based on an application of Azuma's martingale inequality and provides a…

泛函分析 · 数学 2024-01-29 Friedrich Martin Schneider

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 $M$…

泛函分析 · 数学 2018-04-11 Ivan Yaroslavtsev

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…

概率论 · 数学 2018-06-01 Sonja Cox , Stefan Geiss

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…

概率论 · 数学 2018-03-01 Ivan S. Yaroslavtsev

For $1<p\le \infty$, we show the existence of a Banach space which is both injectively and surjectively universal for the class of all separable Banach spaces with an equivalent $p$-asymptotically uniformly smooth norm. We prove that this…

泛函分析 · 数学 2022-08-29 Ryan M. Causey , Gilles Lancien

For $1<p\leqslant \infty$, we study the complexity and the existence of universal spaces for two classes of separable Banach spaces, denoted $\textsf{A}_p$ and $\textsf{N}_p$, and related to asymptotic smoothness in Banach spaces. We show…

泛函分析 · 数学 2022-07-07 Ryan M. Causey , Gilles Lancien

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…

泛函分析 · 数学 2012-08-28 Sonja Cox , Mark Veraar

We discuss the connection between the expansion of small sets in graphs, and the Schatten norms of their adjacency matrix. In conjunction with a variant of the Azuma inequality for uniformly smooth normed spaces, we deduce improved bounds…

组合数学 · 数学 2010-09-30 Assaf Naor

We prove an optimal result of stability under $\ell_p$-sums of some concentration properties for Lipschitz maps defined on Hamming graphs into Banach spaces. As an application, we give examples of spaces with Szlenk index arbitrarily high…

泛函分析 · 数学 2024-11-22 Audrey Fovelle

We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…

算子代数 · 数学 2021-07-23 Ghadir Sadeghi , Mohammad Sal Moslehian

We prove generalized versions of the Variance Inequality known for barycenters in CAT(0) spaces, inspired by an analogous result for $p$-uniformly convex Banach spaces. Our generalizations apply to balls of sufficiently small radius in…

度量几何 · 数学 2025-08-05 Sebastian Gietl
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