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.
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.