Comparison of Sums of independent Identically Distributed Random Variables

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dc.creatorMontgomery-Smith, Stephen J.
dc.date1993-10-07
dc.date1999-12-06
dc.date.accessioned2026-07-07T09:04:42Z
dc.date.available2026-07-07T09:04:42Z
dc.descriptionLet 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).
dc.identifierhttps://arxiv.org/abs/math/9310214
dc.identifierhttp://arxiv.org/abs/math/9310214
dc.identifierProb. and Math. Stat. 14, (1993), 281-285
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/149470
dc.subjectFunctional Analysis
dc.subject60G50
dc.titleComparison of Sums of independent Identically Distributed Random Variables
dc.typetext

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