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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.

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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

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