On a theorem of Burkholder (Q1320951)

\textit{E. M. Stein} [Ann. Math., II. Ser. 74, 140-170 (1961; Zbl 0103.089)] obtained the following inequality for almost everwhere convergent Rademacher series. If \(E\subseteq [0,1]\) is a set of positive Lebesgue measure, then there is an integer \(N\) and a constant \(A\) (both depending only on \(E\)) such that \[ A\left(\sum^ \infty_{k= N} | c_ k|^ 2\right)^{1/2}\leq \text{ess sup}\left\{\left| c+ \sum^ \infty_{k=0} c_ k r_ k(t)\right|: t\in E\right\} \] for any complex numbers \(c,c_ 0,c_ 1,\dots\), provided \(\sum c_ k r_ k\) converges almost everywhere. This inequality was strengthened and generalized by \textit{D. L. Burkholder} [Ann. Math. Stat. 39, 1282-1288 (1968; Zbl 0162.494)] to a large class of systems of independent random variables. In this paper, the authors obtain the Burkholder type estimates for lacunary Walsh functions. This is the first time such estimates have been obtained for a non-independent system of random variables.