Sharp inequalities involving multiplicative chaos sums
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Publication:6420171
arXiv2212.05431MaRDI QIDQ6420171FDOQ6420171
Authors: G. Karagulyan 
Publication date: 11 December 2022
Abstract: The present note is an essential addition to the author's arxiv paper arXiv:2001.01070, concerning general multiplicative systems of random variables. Using some lemmas and the methodology of cite{Kar4}, we obtain a general extreme inequality, with corollaries involving Rademacher chaos sums and those analogues for multiplicative systems. In particular we prove that a system of functions generated by bounded products of a multiplicative system is a convergence system.
Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Lacunary series of trigonometric and other functions; Riesz products (42A55)
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