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A Laplace approximation for sums of independent random variables

✍ Scribed by Anders Martin-Löf


Publisher
Springer
Year
1982
Tongue
English
Weight
629 KB
Volume
59
Category
Article
ISSN
1432-2064

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✍ Stephen J. Montgomery-Smith; Alexander R. Pruss 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 83 KB

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