| | |
| | |
Stat |
Members: 3645 Articles: 2'506'133 Articles rated: 2609
26 April 2024 |
|
| | | |
|
Article overview
| |
|
A comparison inequality for sums of independent random variables | Stephen Montgomery-Smith
; Alexander R. Pruss
; | Date: |
20 Nov 1998 | Subject: | Probability MSC-class: 60G50; 60E15 | math.PR | Abstract: | We give a comparison inequality that allows one to estimate the tail probabilities of sums of independent Banach space valued random variables in terms of those of independent identically distributed random variables. More precisely, let X_1,...,X_n be independent Banach-valued random variables. Let I be a random variable independent of X_1,...,X_n and uniformly distributed over {1,...,n}. Put Z_1 = X_I, and let Z_2,...,Z_n be independent identically distributed copies of Z_1. Then, P(||X_1+...+X_n|| > t) < c P(||Z_1+...+Z_n|| > t/c), for all t>0, where c is an absolute constant. | Source: | arXiv, math.PR/9811124 | Services: | Forum | Review | PDF | Favorites |
|
|
No review found.
Did you like this article?
Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.
browser Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)
|
| |
|
|
|
| News, job offers and information for researchers and scientists:
| |