On the Tail Estimation of the Norm of Rademacher Sums
نویسنده
چکیده
The main aim of this paper is to prove a bilateral inequality for P [‖ n ∑ 1 akrk‖ > t ] , where t > 0, (ak) are elements of a normed space, while (rk) are Rademacher functions. Then this inequality is applied for estimation of E‖ n ∑ 1 akrk‖. As another corollary we give a maximal inequality for exchangeable random variables that recently has been published in [4]. 2000 Mathematics Subject Classification: 60B12, 60G09.
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تاریخ انتشار 2003