On the Maximal Lévy-Ottaviani Inequality for Sums of Independent and Dependent Random Vectors
Zbigniew S. Szewczak
Bulletin of the Polish Academy of Sciences. Mathematics, Tome 61 (2013), p. 155-160 / Harvested from The Polish Digital Mathematics Library
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We prove that the sums Sk of independent random vectors satisfy P(max1≤k≤n∥Sk∥>3t)≤2max1≤k≤nP(∥Sk∥>t), t ≥ 0.

Publié le : 2013-01-01
EUDML-ID : urn:eudml:doc:281295 
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     author = {Zbigniew S. Szewczak},
     title = {On the Maximal L\'evy-Ottaviani Inequality for Sums of Independent and Dependent Random Vectors},
     journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
     volume = {61},
     year = {2013},
     pages = {155-160},
     zbl = {1288.60028},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ba61-2-9}
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Zbigniew S. Szewczak. On the Maximal Lévy-Ottaviani Inequality for Sums of Independent and Dependent Random Vectors. Bulletin of the Polish Academy of Sciences. Mathematics, Tome 61 (2013) pp. 155-160. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ba61-2-9/