Comparison of moments for tangent sequences of random variables (Q1094732)

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Comparison of moments for tangent sequences of random variables
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    Comparison of moments for tangent sequences of random variables (English)
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    1988
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    It is shown that for all tangent sequences \((d_ n)\) and \((e_ n)\) of nonnegative or conditionally symmetric random variables and for every function \(\Phi\) satisfying the growth condition \(\Phi\) (2x)\(\leq \alpha \Phi (x)\) the following inequality holds: \[ E \Phi (\sup _{n}| \sum ^{n}_{k=1}d_ k|)\leq cE \Phi (\sup _{n}| \sum ^{n}_{k=1}e_ k|). \] This generalizes results of J. Zinn and proves a conjecture of S. Kwapień and W. A. Woyczyński.
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    tangent sequences
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    conditionally symmetric random variables
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    inequality
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