Generalization of some classical inequalities in the theory of orthogonal series |
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Authors: | F. Morits |
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Affiliation: | (1) A. V. Steklov Mathematics Institute, Academy of Sciences of the USSR, USSR |
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Abstract: | Let {Xi}– be a sequence of random variables, E(Xi) 0. If 1, estimates for the -th moments can be derived from known estimates of the -th moment. Here we generalized the Men'shov-Rademacher inequality for =2 for orthonormal Xi, to the case 1 and dependent random variables. The Men'shov-Payley inequality >2 for orthonormal Xi) is generalized for >2 to general random variables. A theorem is also proved that contains both the Erdös -Stechkin theorem and Serfling's theorem withv > 2 for dependent random variables.Translated from Matematicheskie Zametki, Vol. 17, No. 2, pp. 219–230, February, 1975.This article was written while the author was working in the V. A. Steklov Mathematics Institute, Academy of Sciences of the USSR. |
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