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
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
Journal title :
JOURNAL OF THEORETICAL PROBABILITY