Majorization, exponential inequalities and almost sure behavior of vector-valued random variables

DOI10.1214/aop/1176990341zbMath0757.60002OpenAlexW1995230489MaRDI QIDQ1176367

Erich Berger

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990341

zbMATH Keywords

moment inequalitiesexponential inequalitiesmajorizationstrong laws of large numberslaws of the iterated logarithmBanach valued random vectors

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (8)

Comparing sums of independent bounded random variables and sums of Bernoulli random variables ⋮ On the Bennett-Hoeffding inequality ⋮ Nonparametric estimation and inference about the overlap of two distributions ⋮ Almost sure behaviour of \(\mathbb{F}\)-valued random fields ⋮ A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL ⋮ On complete convergence for arrays of rowwise independent random elements in banach spaces ⋮ Bounded and compact laws of the logarithm for \(B\)-valued random variables ⋮ On a majorization inequality for sums of independent random vectors

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