Comparison of Sums of independent Identically Distributed Random Variables
Abstract
Description
Let S_k be the k-th partial sum of Banach space valued independent identically distributed random variables. In this paper, we compare the tail distribution of ||S_k|| with that of ||S_j||, and deduce some tail distribution maximal inequalities.
Theorem: There is universal constant c such that for j < k
Pr(||S_j|| > t) <= c Pr(||S_k|| > t/c).