pith. sign in

arxiv: math/9310214 · v2 · submitted 1993-10-07 · 🧮 math.FA

Comparison of Sums of independent Identically Distributed Random Variables

classification 🧮 math.FA
keywords distributeddistributionidenticallyindependentrandomtailvariablesbanach
0
0 comments X
read the original abstract

Let S_k be the k-th partial sum of Banach space valued independent identically distributed random variables. In this paper, we compare the tail distribution of ||S_k|| with that of ||S_j||, and deduce some tail distribution maximal inequalities. Theorem: There is universal constant c such that for j < k Pr(||S_j|| > t) <= c Pr(||S_k|| > t/c).

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.