On the tail estimation of the norm of Rademacher sums (Q2761590)

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scientific article; zbMATH DE number 1686007
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    On the tail estimation of the norm of Rademacher sums
    scientific article; zbMATH DE number 1686007

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      7 January 2002
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      estimates for Rademacher sums
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      maximal inequality
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      exchangeable random variables
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      On the tail estimation of the norm of Rademacher sums (English)
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      This paper contains upper and lower bounds for \(P(\|\sum^n_1 a_kr_k\|>t)\) and \(E(\|\sum^n_1 a_kr_k\|)\) for sequences \((a_k)_{k\geq 1}\) in a normed space and Rademacher random variables \((r_k)_{k\geq 1}\). These estimates are used to derive a maximal inequality for exchangeable random variables due to A. R. Pruss.
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