For independent mean-zero random variables and , the Marcinkiewicz–Zygmund inequality compares the norm of their sum with the square function:For , one may take .
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The Marcinkiewicz-Zygmund inequality is a result in harmonic analysis and functional analysis that provides bounds for certain types of operators, particularly those related to singular integrals and functions of bounded mean oscillation (BMO). The inequality connects the norms of functions in different spaces, particularly in the context of Fourier or singular integral transforms. While there are various formulations and generalizations of the inequality, a common version can be stated in terms of the Lp spaces.