Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

I am looking for the proof of Khinchine inequality (see http://en.wikipedia.org/wiki/Khintchine_inequality for example), using martingales and the Azuma inequality.

Can you please help me to find a good source?

Thank you.

share|improve this question
Could you state the inequality or link to a place where it is stated? –  Learner Dec 24 '12 at 6:05
Yes, its here: en.wikipedia.org/wiki/Khintchine_inequality –  Alex Dec 24 '12 at 18:13

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.