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Probability inequalities for sums of independent unbounded random variables

โœ Scribed by Zhang Di-xin; Wang Zhi-cheng


Publisher
Springer
Year
2001
Tongue
English
Weight
235 KB
Volume
22
Category
Article
ISSN
0253-4827

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A Comparison Inequality for Sums of Inde
โœ Stephen J. Montgomery-Smith; Alexander R. Pruss ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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