Exponential inequalities for sums of random vectors
AbstractThis paper presents some generalizations of S. N. Bernstein's exponential bounds on probabilities of large deviations to the vector case. Inequalities for probabilities of large deviations of sums of independent random vectors are derived under a Cramér's type restriction on the rate of growth of absolute moments of the summands. Estimates are obtained for random vectors with values in Banach space, Sharper bounds hold in the case of finite-dimensional Euclidean or separable Hilbert spaces.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 6 (1976)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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