Probability inequalities for multiplicative sequences of random variables
Classical Analysis and ODEs
2022-04-29 v2 Probability
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.
Cite
@article{arxiv.2001.01070,
title = {Probability inequalities for multiplicative sequences of random variables},
author = {Grigori A. Karagulyan},
journal= {arXiv preprint arXiv:2001.01070},
year = {2022}
}
Comments
Some additions and corrections have been done, 15 pages