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2006 A multivariate version of Hoeffding's inequality
Peter Major
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Electron. Commun. Probab. 11: 220-229 (2006). DOI: 10.1214/ECP.v11-1221

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.

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Peter Major. "A multivariate version of Hoeffding's inequality." Electron. Commun. Probab. 11 220 - 229, 2006. https://doi.org/10.1214/ECP.v11-1221

Information

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

zbMATH: 1110.60010
MathSciNet: MR2266713
Digital Object Identifier: 10.1214/ECP.v11-1221

Subjects:
Primary: 60E15
Secondary: 60H05

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