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Please provide some hints The maximal inequality for non-negative sub-martingales (Mn, n 2 0) states that, for any 2 > 0, E( max Mm >

Please provide some hints

The maximal inequality for non-negative sub-martingales (Mn, n 2 0) states that, for any 2 > 0, E( max Mm > 2) 5 E(Mn) 0

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