Decoupling, from Dependence to Independence, Randomly Stopped Processes, U-Statistics and Processes, Martingales and beyond

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Covariance estimation for distributions with 2+ε moments (2011, background): “2) This inequality can be obtained from general decoupling results; see [7], Theorem 3.”
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (2011, methodology): “These are martingale differences as in Proposition 15 with the additional property that the conditional distribution of dk given Fk−1 is equal to the distribution of ek given Fk−1 and also to the distribution of ẽk given Fk−1 (see Proposition 6.1.5. in de la Peña and Giné (1999)).”