• 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