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arXiv · 2001.01070

Probability inequalities for multiplicative sequences of random variables

Grigori A. Karagulyan
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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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BibTeXRIS

Grigori A. Karagulyan. 2020-01-04. Probability inequalities for multiplicative sequences of random variables. https://doi.org/10.1090/proc/15558

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