Probability inequalities for multiplicative sequences of random variables
arXiv:2001.01070 · doi:10.1090/proc/15558
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.
arXiv commentSome additions and corrections have been done, 15 pages