
doi: 10.1007/bf01904858
Доказывается следую щая теорема Пусть φ(t) — неубывающая па [0,+∞] непрерывная сле ва функция, φ(0)=0.Пусть дале е\(\Phi (t) = \mathop \smallint \limits_0^t \varphi (s) ds u \mathop {sup}\limits_{t > 0} \frac{{t\varphi (t)}}{{\Phi (t)}}1, а g(Fm,n) — некоторый функционал, зависящи й от совместного распред еления Xi и удовлетворяющий ус ловиям $$g(F_{m, n} ) + g(F_{m + k, n} ) \leqq g(F_{m, n + k} ) (m \geqq 0, n \geqq 1, k \geqq 1)$$ ,k ≧1), moсправедливы оценки $$E\left( {\Phi \left( {\mathop {\max }\limits_{1 \leqq k \leqq n} \left| {\mathop \sum \limits_{i = m + 1}^{m + n} X_i } \right|} \right)} \right) = Kg^\alpha (F_{m, n} ) (m \geqq 0, n \geqq 1)$$ ,где множитель К конеч ен и не зависит от т. п.
Maximal Inequality, Sums of Independent Random Variables, Martingales with discrete parameter, Young Function
Maximal Inequality, Sums of Independent Random Variables, Martingales with discrete parameter, Young Function
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