Khintchine's Inequalities and the $L^p$-Boundedness of the Dyadic Martingale Square Function​

Last week we demonstrated how Khintchine's inequalities for Rademacher functions could be used in establishing a Burkholder-type inequality for the dyadic martingale square operator. In this talk, we will finish the justification for the Burkholder-type inequality, as well as provide a detailed proof of Khintchine's inequalities.