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Sharp inequality for randomly stopped sums of independent non-negative random variables

✍ Scribed by Paweʖl Hitczenko


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
506 KB
Volume
51
Category
Article
ISSN
0304-4149

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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