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

DOI10.1214/AOP/1176990341zbMATH Open0757.60002OpenAlexW1995230489MaRDI QIDQ1176367FDOQ1176367

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

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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)

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
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• Bounded and compact laws of the logarithm for \(B\)-valued random variables
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• Almost sure behaviour of \(\mathbb{F}\)-valued random fields
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• Comparing sums of independent bounded random variables and sums of Bernoulli random variables
• Nonparametric estimation and inference about the overlap of two distributions

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