Maximal inequalities for centered norms of sums of independent random vectors

DOI10.1007/978-3-0348-0490-5_4zbMATH Open1270.60029arXiv1501.00698OpenAlexW1850764134MaRDI QIDQ2840329FDOQ2840329

Authors: Rafał Latała 

Publication date: 18 July 2013

Published in: Progress in Probability (Search for Journal in Brave)

Abstract: Let $X_1,X_2,ldots,X_n$ be independent random variables and $S_k=su{m}_{i=1}^k{X}_i$. We show that for any constants $a_k$, [ Pr(max_{1leq kleq n}||S_{k}|-a_{k}|>11t)leq 30 max_{1leq kleq n}Pr(||S_{k}|-a_{k}|>t). ] We also discuss similar inequalities for sums of Hilbert and Banach space valued random vectors.

Full work available at URL: https://arxiv.org/abs/1501.00698

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zbMATH Keywords

maximal inequalitysums of independent random variablesrandom vectors

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Cited In (6)

• Maximal inequalities and their applications to orthogonal and Hadamard matrices
• On Sums Of Independen Random Vectors
• A note on bivariate Dawson-Sankoff-type bounds
• Title not available (Why is that?)
• Around Nemirovski’s inequality
• On the maximal inequalities for the average of pairwise i.i.d. random variables

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