On the Tail Estimation of the Norm of Rademacher Sums

On the Tail Estimation of the Norm of Rademacher Sums

The main aim of this paper is to prove a bilateral inequality for , where t > 0, (ak) are elements of a normed space, while (rk) are Rademacher functions. Then this inequality is applied for estimation of . As another corollary we give a maximal inequality for exchangeable random variables that r...

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Veröffentlicht in:Georgian mathematical journal 2001-06, Vol.8 (2), p.237-244
Hauptverfasser: Chobanyan, S., Salehi, H.
Format: Artikel
Sprache:eng
Schlagworte:
exchangeable system of random variables
maximal inequality
Rademacher sums
tail estimation
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Zusammenfassung:The main aim of this paper is to prove a bilateral inequality for , where t > 0, (ak) are elements of a normed space, while (rk) are Rademacher functions. Then this inequality is applied for estimation of . As another corollary we give a maximal inequality for exchangeable random variables that recently has been published in [Pruss, Proc. Amer. Math. Soc. 126: 1811–1819, 1998].
ISSN:1072-947X
1072-9176
1572-9176
DOI:10.1515/GMJ.2001.237