Document Zbl 1110.60010

A multivariate version of Hoeffding’s inequality. (English) Zbl 1110.60010

Electron. Commun. Probab. 11, 220-229 (2006).

Summary: A multivariate version of Hoeffding’s inequality is proved about the tail distribution of homogeneous polynomials of Rademacher functions with an optimal constant in the exponent of the upper bound. The proof is based on an estimate about the moments of homogeneous polynomials of Rademacher functions which can be considered as an improvement of Borel’s inequality in a very important special case.

Cited in 3 Documents

MSC:

60E15	Inequalities; stochastic orderings
60H05	Stochastic integrals

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A multivariate version of Hoeffding’s inequality. (English) Zbl 1110.60010

MSC: