## Electronic Communications in Probability

### A multivariate version of Hoeffding's inequality

Peter Major

#### Abstract

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.

#### Article information

Source
Electron. Commun. Probab., Volume 11 (2006), paper no. 24, 220-229.

Dates
Accepted: 9 October 2006
First available in Project Euclid: 4 June 2016

https://projecteuclid.org/euclid.ecp/1465058867

Digital Object Identifier
doi:10.1214/ECP.v11-1221

Mathematical Reviews number (MathSciNet)
MR2266713

Zentralblatt MATH identifier
1110.60010

Subjects
Primary: 60E15: Inequalities; stochastic orderings
Secondary: 60H05: Stochastic integrals

Rights

#### Citation

Major, Peter. A multivariate version of Hoeffding's inequality. Electron. Commun. Probab. 11 (2006), paper no. 24, 220--229. doi:10.1214/ECP.v11-1221. https://projecteuclid.org/euclid.ecp/1465058867

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