A multivariate version of Hoeffding's inequality

被引：4
|
作者：
Major, Peter [1 ]
机构：
[1] Hungarian Acad Sci, Alfred Renyi Math Inst, H-1051 Budapest, Hungary
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2006年 / 11卷
关键词：
Hoeffding's inequality; Borell's inequality; multiple Wiener-Ito integrals; diagram formula;
D O I：
10.1214/ECP.v11-1221
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper 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 Borell's inequality in a most important special case.
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页码：220 / 229
页数：10
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