20 янв. 2024 г. · An inequality for the distribution of the maximum of sums of independent random variables, centred around the corresponding medians. Let X1…

The main note-worthy difference is that the Gaussian-type behaviour of the tail only holds for small values of the deviation t. Detour: The union bound. This is ...

coverging to zero we come to the isoperimetric inequality in the Euclidean space n+1. R. Back in 1919 Paul Levy extended the classical isoperimetric inequality.

10 мар. 2021 г. · Then using the assumptions about independence and symmetric we can obtain the following bound: P(Ak)≤2P(Ak,|Sn|>δ). Levy-Ottaviani's inequality - Mathematics Stack Exchange Question about an inequality for Levy Processes Другие результаты с сайта math.stackexchange.com

A Generalization of an Inequality of Lévy · Contents. PREVIOUS ARTICLE. A Note on the Central Limit Theorems for Dependent Random Variables. Previous · NEXT ...

The inequalities are used to provide a sharpened form of a law iof the interated logarithm (LIL) first obtained by Wichura (1973) and to fix a small glitch in ...

concentration inequality for Lipschitz functions (Theorem 1.7.9 in [4]):. Theorem 2.1.4 (Lévy's inequality, 19'). Let f : Sn−1 → R be a Lipschitz function ...

On the Maximal Lévy-Ottaviani Inequality for Sums of Independent and Dependent Random Vectors. Zbigniew S. Szewczak. Bulletin of the Polish Academy of Sciences.

Given a suitably normalized random vector X ∈ ℝn, we observe that the function 𝜃↦𝔼|X ⋅ 𝜃|, defined for 𝜃 ∈ Sn−1, admits surprisingly strong concentration ...

22 окт. 2024 г. · By centring sums of independent random variables at corresponding medians, Paul Lévy [7] obtained some maximal inequalities, which can play a ...