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
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.