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Inequalities about Stochastic Processes and Banach Space Valued Random Variables

In: Probability Inequalities

Author

Listed:
  • Zhengyan Lin

    (Zhejiang University, Department of Mathematics)

  • Zhidong Bai

    (Northeast Normal University, School of Mathematics and Statistics
    National University of Singapore, Department of Statistics and Applied Probabilty)

Abstract

In this chapter, we introduce some important inequalities about stochastic processes and Banach space valued random elements. Because the image space of the random elements is more complicated than those for random variables or vectors, the proofs are generally more involved or need specific approaches. Therefore, proofs of some inequalities will be omitted and some references are given.

Suggested Citation

  • Zhengyan Lin & Zhidong Bai, 2010. "Inequalities about Stochastic Processes and Banach Space Valued Random Variables," Springer Books, in: Probability Inequalities, chapter 0, pages 158-181, Springer.
  • Handle: RePEc:spr:sprchp:978-3-642-05261-3_12
    DOI: 10.1007/978-3-642-05261-3_12
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