 Doob Lp maximal inequality

ID: doob-lp-maximal-inequality

Codex  0 Created 2026-09-28 Updated 2026-10-14

For

p > 1

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

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

This strong

L^{p}

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