Probability inequalities for multiplicative sequences of random variables

DOI10.1090/proc/15558zbMath1469.42027arXiv2001.01070OpenAlexW3136358420MaRDI QIDQ5002539

Grigori A. Karagulyan

Publication date: 28 July 2021

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.01070

zbMATH Keywords

multiplicative systemAzuma-Hoeffding inequalityRademacher random variablesmartingale differenceKhintchin inequalitylacunary subsystem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Lacunary series of trigonometric and other functions; Riesz products (42A55)

Cites Work

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