  First we generalize a famous lemma of Gallagher on the mean square estimate
for exponential sums by plugging a weight in the right hand side of Gallagher's
original inequality. Then we apply it in the special case of the Cesaro weight,
in order to establish some results mainly concerning the classical Dirichlet
polynomials and the Selberg integrals of an arithmetic function $f$, that are
tools for studying the distribution of $f$ in short intervals. Furthermore, we
describe the smoothing process via self-convolutions of a weight, that is
involved into our Gallagher type inequalities, and compare it with the
analogous process via the so-called correlations. Finally, we discuss a
comparison argument in view of refinements on the Gallagher weighted
inequalities according to different instances of the weight.
