On a majorization inequality for sums of independent random vectors

DOI10.1016/0167-7152(94)90139-2zbMath0801.60010OpenAlexW2090505067MaRDI QIDQ1314685

Iosif Pinelis

Publication date: 21 November 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90139-2

zbMATH Keywords

sums of independent random vectorsmajorization inequalitiesdistribution inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Related Items (6)

The \(L_1\)-norm density estimator process ⋮ On the Bennett-Hoeffding inequality ⋮ Concentration inequalities for separately convex functions ⋮ Nonparametric estimation and inference about the overlap of two distributions ⋮ Testing functional inequalities ⋮ On the optimality of a theorem of Elton on \(\ell_1^n\) subsystems.

Cites Work

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• Characterization of the law of the iterated logarithm in Banach spaces
• Inequalities for B-valued random vectors with applications to the strong law of large numbers
• Estimates of moments of infinite-dimensional martingales
• Majorization, exponential inequalities and almost sure behavior of vector-valued random variables
• Inequalities for Distributions of Sums of Independent Random Vectors and Their Application to Estimating a Density
• Remarks on Inequalities for Large Deviation Probabilities
• Exponential Bounds for Large Deviations
• A Note on Gaussian Measures in a Banach Space

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