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
β¦ LIBER β¦
On a majorization inequality for sums of independent random vectors
β Scribed by Iosif Pinelis
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 185 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0167-7152
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