An improvement of Hoffmann-Jørgensen's inequality.

DOI10.1214/aop/1019160262zbMath1044.60010OpenAlexW2077542795MaRDI QIDQ1872523

Krzysztof Nowicki, Michael J. Klass

Publication date: 6 May 2003

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

Full work available at URL: https://doi.org/10.1214/aop/1019160262

zbMATH Keywords

exponential inequalitiesBanach space valued random variablestail probability inequalitiesHoffmann-Jørgensen's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Probability theory on linear topological spaces (60B11)

Related Items (2)

Measuring the magnitude of sums of independent random variables ⋮ Probability inequalities and tail estimates for metric semigroups

Cites Work

• Isoperimetry and integrability of the sum of independent Banach-space valued random variables
• A method of approximating expectations of functions of sums of independent random variables
• Estimation of moments of sums of independent real random variables
• An Isoperimetric Theorem on the Cube and the Kintchine-Kahane Inequalities
• The Distribution of Rademacher Sums
• Exponential Bounds for Large Deviations
• Unnamed Item

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