Decomposability of P-Cylindrical Martingales.
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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A class of p-cylindrical martingales in locally convex spaces is studied. The authors obtain a general form of convergent p-cylindrical martingales in barrelled spaces. Using the locally convex space technique, new results even in Banach spaces are deduced. It is proved that for p greater than 1 adjoint to p-absolutely summing operator is p-decomposing for any p-cylindrical martingale.
- Statistics and Probability