A probability inequality for sums of independent Banach space valued random variables
Probability
2017-03-24 v1
Abstract
Let be a real separable Banach space. Let and be two continuous and increasing functions defined on such that , , and is a nondecreasing function on . Let be a sequence of independent and symmetric {\bf B}-valued random variables. In this note, we establish a probability inequality for sums of independent {\bf B}-valued random variables by showing that for every and all , where and , . As an application of this inequality, we establish what we call a comparison theorem for the weak law of large numbers for independent and identically distributed -valued random variables.
Keywords
Cite
@article{arxiv.1703.07868,
title = {A probability inequality for sums of independent Banach space valued random variables},
author = {Deli Li and Han-Ying Liang and Andrew Rosalsky},
journal= {arXiv preprint arXiv:1703.07868},
year = {2017}
}
Comments
10 pages. arXiv admin note: substantial text overlap with arXiv:1506.07596