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Expected value of the maximum of the periodogram

Let us suppose that $X_1,\ldots,X_n$ with $n\ge1$ are iid random variables such that $\operatorname EX_1=0$ and $\operatorname E|X_1|^s<\infty$ with some $s>2$ and define the DFT of $X_1,\ldots,...
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Bound the expectation of an average

Let $(a_n)_{n \geq 1}$ be random variables taking values on a finite subset $B$. Assume that $\nu_l(b) \le P[a_n = b\mid a_1,\ldots,a_{n-1}] \le \nu_u(b)$ almost surely for every $n \ge 1$ and $b \in ...
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