Comparison of Sums of independent Identically Distributed Random Variables
Stephen Montgomery-Smith · arXiv (Cornell University) · 1993
Let S_k be the k-th partial sum of Banach space valued independent identically distributed random variables. In this paper, we compare the tail distribution of ||S_k|| with that of ||S_j||, and deduce some tail distribution maximal inequalities. Theorem: There is universal constant c such that for j t) t/c).