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References:
[1] A. Kolmogoroff: Grundbegriffe der Wahrscheinlichkeitsrechnung. Erg. d. Math. 2, Nо. 3, 1933. Zbl 0007.21601
[2] J. Hájek A. Rényi: Generalization of an inequality of Kolmogoroff. Acta Math. Acad. Sci. Hung. 6 (1955), 281-284. For an application of this inequality see A.Rényi: On a new axiomatic theory of probability. Acta Math. Acad. Sci. Hung. 6 (1955), 285-336. DOI 10.1007/BF02024392 | MR 0076207
[3] J. L. Doob: Stochastic processes. Wiley, 1953, p. 158. MR 0058896 | Zbl 0053.26802
[4] St. Kaczmarz H. Steinhaus: Theorie der Orthogonalreihen. Warszawa, 1935.
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