A comparison inequality for sums of independent random variables

DOI10.1006/jmaa.2000.7200zbMath0969.60022arXivmath/9811124OpenAlexW2066687027MaRDI QIDQ5927712

Alexander R. Pruss, Stephen J. Montgomery-Smith

Publication date: 23 September 2001

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/9811124

zbMATH Keywords

independenceBanach space random variableslaw of large numberstail inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (6)

The Khinchin-Kahane and Lévy inequalities for abelian metric groups, and transfer from normed (abelian semi)groups to Banach spaces ⋮ Convergence rates for the law of large numbers for arrays ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Optimal bounds for the variance of self-intersection local times ⋮ Fréchet change-point detection ⋮ Random Riemann sum estimator versus Monte Carlo

Cites Work

• On a domination of sums of random variables by sums of conditionally independent ones
• Comparisons between tail probabilities of sums of independent symmetric random variables
• Randomly sampled Riemann sums and complete convergence in the law of large numbers for a case without identical distribution
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins
• Remark on my Paper "On a Theorem of Hsu and Robbins"
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