Poissonization Inequalities for Sums of Independent Random Variables in Banach Spaces with Applications to Empirical Processes

Igor Borisov ()
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Igor Borisov: Sobolev Institute of Mathematics, 630090 Novosibirsk, Russia

Mathematics, 2024, vol. 12, issue 18, 1-20

Abstract: Inequalities are obtained which connect the probability tails and moments of functions of the n th partial sums of independent random variables taking values in a separable Banach space and those for the accompanying infinitely divisible laws. Some applications to empirical processes are studied.

Keywords: sums of independent random variables; moment inequalities; accompanying infinitely divisible law; convex function; empirical process (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
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