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

Author

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  • Igor Borisov

    (Sobolev Institute of Mathematics, 630090 Novosibirsk, Russia)

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.

Suggested Citation

  • Igor Borisov, 2024. "Poissonization Inequalities for Sums of Independent Random Variables in Banach Spaces with Applications to Empirical Processes," Mathematics, MDPI, vol. 12(18), pages 1-20, September.
    • Handle: RePEc:gam:jmathe:v:12:y:2024:i:18:p:2803-:d:1475453
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    References listed on IDEAS

    as
    1. I. S. Borisov, 2003. "Moment inequalities connected with accompanying Poisson laws in Abelian groups," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2003, pages 1-16, January.
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