 Doob Lp maximal inequality

ID: doob-lp-maximal-inequality

For

p > 1

(M_{k})_{k \leq n}

∥ max_{k \leq n} ∣ M_{k} ∣ ∥_{p} \leq \frac{p}{p - 1} ∥ M_{n} ∥_{p} .

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