The Annals of Probability · 1981 · 149 citations · 7 references
Natural SciencesMathematicsInformation TheoryProbability TheoryStochastic ProcessesLaw Of Large NumbersMeasure-theoretic ProbabilityProbability DistributionsProbability InequalitiesRosenthal Inequality
Analogues of the Marcinkiewicz-Zygmund and Rosenthal inequalities for Banach space valued random vectors are proved. As an application some results on the strong law of large numbers are obtained. It is proved that the Marcinkiewicz SLLN holds for every $p$-integrable, mean zero $B$-valued $\mathrm{rv}$ if and only if $B$ is of Rademacher type $p(1 \leq p < 2)$.
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M. H. D., William Stout · Journal of the American Statistical Association · 1975 · 1.3K citations
Distribution Function Inequalities for Martingales
D. L. Burkholder · The Annals of Probability · 1973 · 828 citations · Full text