Maximal inequalities of Kahane–Khintchine's type in Orlicz spaces

Abstract

AbstractSeveral maximal inequalities of Kahane–Khintchine's type in certain Orlicz spaces are proved. The method relies upon Lévy's inequality and the technique established in [14] which is obtained by Haagerup–Young–Stechkin's best possible constants in the classical Khintchine inequalities. Moreover by using Donsker's invariance principle it is shown that the numerical constant in the inequality deduced by the method presented is nearly optimal: If is a Bernoulli sequence, and ‖ · ‖ψ denotes the Orlicz norm induced by the function then the following inequality is satisfied:for all a1,…, an and all n ≥ 1, and the best possible numerical constant which can take the place of lies in the interval ]. Sharp estimates of this type are also deduced for some other maximal inequalities in Orlicz spaces discovered in this paper.