Comparison of sums of independent identically distributed random variables

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Comparison of sums of independent identically distributed random variables

Please use this identifier to cite or link to this item: http://hdl.handle.net/10355/9699

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Title: Comparison of sums of independent identically distributed random variables
Author: Montgomery-Smith, Stephen, 1963-
Date: 2011-01-25
Abstract: Let Sk be the k-th partial sum of Banach space valued independent identically distributed random variables. In this paper, we compare the tail distribution of ∥Sk∥ with that of ∥Sj∥, and deduce some tail distribution maximal inequalities.
URI: http://hdl.handle.net/10355/9699

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  • Mathematics publications (MU) [119]
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