Majorization, exponential inequalities and almost sure behavior of vector-valued random variables

DOI10.1214/AOP/1176990341MaRDI QIDQ1176367zbMATH OpenOpenAlexFDO

Authors Erich Berger

Publication date 25 June 1992

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990341

zbMATH Keywords

majorizationexponential inequalitiesmoment inequalitiesstrong laws of large numberslaws of the iterated logarithmBanach valued random vectors

Mathematics Subject Classification ID

Large deviations (60F10) Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cited in

(14)

• Contraction principles for vector valued martingales with respect to random variables having exponential tail with exponent \(2<\alpha <\infty\)
• On complete convergence for arrays of rowwise independent random elements in banach spaces
• On a majorization inequality for sums of independent random vectors
• A sieve bootstrap test for cointegration in a conditional error correction model
• Moment inequalities for B-valued random vectors with applications to the strong limit theorems
• Bounded and compact laws of the logarithm for \(B\)-valued random variables
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