Optimum bounds for the distributions of martingales in Banach spaces

Understand

A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces.

• This is used to obtain optimum bounds of the Rosenthal-Burkholder and Chung types on moments of the martingales in the 2-smooth Banach spaces.
• In turn, it leads to best-order bounds on moments of the sums of independent random vectors in any separable Banach spaces.
• Although the emphasis is put on the infinite-dimensional martingales, most of the results seem to be new even for the one-dimensional ones.