LIU Peide, GAN Shixin, . A CONDITION OF UNIFORM INTEGRABILITY FOR B-VALUED MARTINGALES AND GEOMETRICAL PROPERTIES OF BANACH SPACES[J]. Chinese Journal of Applied Probability and Statistics, 1991, 7(1): 18-23.
Citation: LIU Peide, GAN Shixin, . A CONDITION OF UNIFORM INTEGRABILITY FOR B-VALUED MARTINGALES AND GEOMETRICAL PROPERTIES OF BANACH SPACES[J]. Chinese Journal of Applied Probability and Statistics, 1991, 7(1): 18-23.

A CONDITION OF UNIFORM INTEGRABILITY FOR B-VALUED MARTINGALES AND GEOMETRICAL PROPERTIES OF BANACH SPACES

  • We study, in this paper, some relationships of condition \lim _\lambda \rightarrow \infty \lambda P\left(S^2(f)>\lambda\right)=0 and uniform integrability of B-valued martingales (fn, Bn)when the σ-algebra sequence (Bn) is regular. We prove that one of them implies another if the space which takes values in is q-convexifiable or p-smoothable, in particular, they are equivalent if the space is isomorphic to Hilbert space.
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