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A Remark on the Kolmogorov–Stein Inequality

In this paper, essentially developing the Stein method, we prove the Kolmogorov–Stein inequality for any Orlicz norm (with the same constants).

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Bibliographic Details
Published in:Journal of mathematical analysis and applications 1996-11, Vol.203 (3), p.861-867
Main Author: Bang, Ha Huy
Format: Article
Language:English
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Description
Summary:In this paper, essentially developing the Stein method, we prove the Kolmogorov–Stein inequality for any Orlicz norm (with the same constants).
ISSN:0022-247X
1096-0813
DOI:10.1006/jmaa.1996.0417