Probability inequalities and tail estimates for metric semigroups
Abstract
We study probability inequalities leading to tail estimates in a general semigroup with a translation-invariant metric . (An important and central example of this in the functional analysis literature is that of a Banach space.) Using our prior work [Ann. Prob. 2017] that extends the Hoffmann-Jorgensen inequality to all metric semigroups, we obtain tail estimates and approximate bounds for sums of independent semigroup-valued random variables, their moments, and decreasing rearrangements. In particular, we obtain the "correct" universal constants in several cases, extending results in the Banach space literature by Johnson-Schechtman-Zinn [Ann. Prob. 1985], Hitczenko [Ann. Prob. 1994], and Hitczenko and Montgomery-Smith [Ann. Prob. 2001]. Our results also hold more generally, in a very primitive mathematical framework required to state them: metric semigroups . This includes all compact, discrete, or (connected) abelian Lie groups.
Cite
@article{arxiv.1506.02605,
title = {Probability inequalities and tail estimates for metric semigroups},
author = {Apoorva Khare and Bala Rajaratnam},
journal= {arXiv preprint arXiv:1506.02605},
year = {2020}
}
Comments
13 pages, final version, published in Advances in Operator Theory