Summability methods for independent identically distributed random variables
نویسندگان
چکیده
منابع مشابه
Comparison of Sums of Independent Identically Distributed Random Variables
Let Sk be the k-th partial sum of Banach space valued independent identically distributed random variables. In this paper, we compare the tail distribution of ‖Sk‖ with that of ‖Sj‖, and deduce some tail distribution maximal inequalities. The main result of this paper was inspired by the inequality from [dP–M] that says that Pr(‖X1‖ > t) ≤ 5 Pr(‖X1 +X2‖ > t/2) whenever X1 and X2 are independent...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1974
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1974-0356194-4