On Hoffmann-Jørgensen-type inequalities for outer expectations with applications
The present paper extends the Hoffmann-Jørgensen inequality and proves it to be still valid for arbitrary non-measurable mappings defined on the coordinates of a product probability space and taking values in the real or complex vector space equipped with some (possibly infinite) seminorms. The more general framework of the Hoffmann-Jørgensen inequality may be applied to uniform laws of large numbers for triangular arrays of stochastic processes.
scientific article; zbMATH DE number 1112249
scientific article