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    Comparison of sums of independent identically distributed random variables

    Montgomery-Smith, Stephen, 1963-
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    [PDF] ComparisonSumsIndependent.pdf (118.1Kb)
    Date
    2011
    Format
    Preprint
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    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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