Abstract
The well-known von Bahr--Esseen bound on the absolute $p$th moments of martingales with $p\in(1,2]$ is extended to a large class of moment functions, and now with a best possible constant factor (which depends on the moment function). As an application, measure concentration inequalities for separately Lipschitz functions on product spaces are obtained. Relations with $p$-uniformly smooth and $q$-uniformly convex normed spaces are discussed.
Citation
Iosif Pinelis. "Best possible bounds of the von Bahr--Esseen type." Ann. Funct. Anal. 6 (4) 1 - 29, 2015. https://doi.org/10.15352/afa/06-4-1
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