On the Maximal Lévy-Ottaviani Inequality for Sums of Independent and Dependent Random Vectors
Bulletin of the Polish Academy of Sciences. Mathematics (2013)
- Volume: 61, Issue: 2, page 155-160
- ISSN: 0239-7269
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topZbigniew S. Szewczak. "On the Maximal Lévy-Ottaviani Inequality for Sums of Independent and Dependent Random Vectors." Bulletin of the Polish Academy of Sciences. Mathematics 61.2 (2013): 155-160. <http://eudml.org/doc/281295>.
@article{ZbigniewS2013,
abstract = {We prove that the sums $S_k$ of independent random vectors satisfy
$P(max_\{1≤k≤n\} ∥S_k∥ > 3t) ≤ 2max_\{1≤k≤n\} P(∥S_k∥ > t)$, t ≥ 0.},
author = {Zbigniew S. Szewczak},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
keywords = {maximal inequalities; dependence; continued fractions},
language = {eng},
number = {2},
pages = {155-160},
title = {On the Maximal Lévy-Ottaviani Inequality for Sums of Independent and Dependent Random Vectors},
url = {http://eudml.org/doc/281295},
volume = {61},
year = {2013},
}
TY - JOUR
AU - Zbigniew S. Szewczak
TI - On the Maximal Lévy-Ottaviani Inequality for Sums of Independent and Dependent Random Vectors
JO - Bulletin of the Polish Academy of Sciences. Mathematics
PY - 2013
VL - 61
IS - 2
SP - 155
EP - 160
AB - We prove that the sums $S_k$ of independent random vectors satisfy
$P(max_{1≤k≤n} ∥S_k∥ > 3t) ≤ 2max_{1≤k≤n} P(∥S_k∥ > t)$, t ≥ 0.
LA - eng
KW - maximal inequalities; dependence; continued fractions
UR - http://eudml.org/doc/281295
ER -
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