Probability inequalities for multiplicative sequences of random variables
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Azuma-Hoeffding inequalityKhintchin inequalitylacunary subsystemmartingale differencemultiplicative systemRademacher random variables
Lacunary series of trigonometric and other functions; Riesz products (42A55) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)
Abstract: We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without change of the constants in inequalities.
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Cited in
(7)- Probability inequalities and Rosenthal inequalities for the sequence of martingale differences
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