Title of article
Contraction Principles for Vector Valued Martingales with Respect to Random Variables Having Exponential Tail with Exponent 2<(alpha)<(infinity)
Author/Authors
Stefan Geiss، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
-38
From page
39
To page
0
Abstract
We prove a contraction principle for vector valued martingales with respect to random variables having exponential tail behaviour with exponent 2<(alpha)<(infinity).
Keywords
martingales , exponential random variables , Banach spaces , contraction principle , Weibull distribution
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2001
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108288
Link To Document