Sharp inequalities involving multiplicative chaos sums
Abstract
The present note is an essential addition to the author's arxiv paper arXiv:2001.01070, concerning general multiplicative systems of random variables. Using some lemmas and the methodology of \cite{Kar4}, we obtain a general extreme inequality, with corollaries involving Rademacher chaos sums and those analogues for multiplicative systems. In particular we prove that a system of functions generated by bounded products of a multiplicative system is a convergence system.
- Publication:
-
arXiv e-prints
- Pub Date:
- December 2022
- DOI:
- arXiv:
- arXiv:2212.05431
- Bibcode:
- 2022arXiv221205431K
- Keywords:
-
- Mathematics - Probability;
- Mathematics - Classical Analysis and ODEs;
- 42C05;
- 42C10;
- 42A55;
- 60G42;
- 60G48
- E-Print:
- The present note is an essential addition to the author's arxiv paper arXiv:2001.01070