When the cone condition fails

Summary We study the class of convergence E∪L¹of a family of moving averages which does not satisfy the cone condition. We show that if E₀is a finite subset of Ewhich is (E)-stable for the multiplication operation: f,g∈E₀ →f·g∈E, then the supremum sup { f, f∈E₀} is dominated by sup{ g, g∈G₀}where G₀is a Gaussian family with same covariance function. This is used to derive a maximal inequality for families Fsuch that each finite subset is E-stable and Fis a GB set.