A Note on the Men'shov–Rademacher Inequality
Bulletin of the Polish Academy of Sciences. Mathematics, Tome 54 (2006) no. 1, pp. 89-93
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
We improve the constants in the Men'shov–Rademacher inequality by showing that
for $n\ge 64$,
$$
\textbf{E}\Big(\sup_{1\le k\le n}\Big|\sum^k_{i=1} X_i\Big|^2\Big)\le 0.11(6.20+\log_2 n)^2
$$
for all orthogonal random variables
$X_1,\ldots ,X_n$ such that $\sum^n_{k=1}\textbf{E}|X_k|^2=1$.
Keywords:
improve constants menshov rademacher inequality showing textbf sup sum log orthogonal random variables ldots sum textbf
Affiliations des auteurs :
Witold Bednorz 1
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author = {Witold Bednorz},
title = {A {Note} on the {Men'shov{\textendash}Rademacher} {Inequality}},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
pages = {89--93},
publisher = {mathdoc},
volume = {54},
number = {1},
year = {2006},
doi = {10.4064/ba54-1-9},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/ba54-1-9/}
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TY - JOUR AU - Witold Bednorz TI - A Note on the Men'shov–Rademacher Inequality JO - Bulletin of the Polish Academy of Sciences. Mathematics PY - 2006 SP - 89 EP - 93 VL - 54 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.4064/ba54-1-9/ DO - 10.4064/ba54-1-9 LA - en ID - 10_4064_ba54_1_9 ER -
Witold Bednorz. A Note on the Men'shov–Rademacher Inequality. Bulletin of the Polish Academy of Sciences. Mathematics, Tome 54 (2006) no. 1, pp. 89-93. doi: 10.4064/ba54-1-9
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