A comparison inequality for sums of independent random variables (Q5927712)
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scientific article; zbMATH DE number 1580124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison inequality for sums of independent random variables |
scientific article; zbMATH DE number 1580124 |
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A comparison inequality for sums of independent random variables (English)
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23 September 2001
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Banach space random variables
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law of large numbers
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tail inequality
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independence
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Consider \(n\) independent Banach-space-valued random variables \(X_i\), not identically distributed. Define a mixture variable \(Y\) whose distribution is given by the average distribution of the \(X_i\). Let \(Y_i\) be independent random variables with common distribution equal to that of \(Y\). The authors extend some work of \textit{S. J. Montgomery-Smith} [Probab. Math. Stat. 14, No. 2, 281-285 (1993; Zbl 0827.60005)] from the symmetric case to establish NEWLINE\[NEWLINE P[\|X_1+\cdots+X_n\|\geq \lambda] \leq c P[\|Y_1+\cdots+Y_n\|\geq \lambda/c], NEWLINE\]NEWLINE where \(c\) is an absolute constant and \(\lambda\geq 0\).
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