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A Large Deviation Principle for Weighted Sums of Independent Identically Distributed Random Variables

✍ Scribed by Rüdiger Kiesel; Ulrich Stadtmüller


Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
101 KB
Volume
251
Category
Article
ISSN
0022-247X

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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