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5 votes
1 answer
512 views

Concentration inequality for Hilbert space valued random variables

I have read in a paper about the following result: Let $V$ be a separable Hilbert space and $(\Omega,A_{\Omega},P)$ a probability space. Suppose that $Y_1,Y_2,...$ is a sequence of independent $V$-...
Hugo10T's user avatar
  • 115
4 votes
1 answer
863 views

Hoeffding's inequality for Hilbert space valued random elements

Suppose that $\mathbb H$ is a separable Hilbert space and $X_1,\ldots,X_n$ are independent zero mean $\mathbb H$-valued random elements such that $\|X_i\|\le s$ for each $1\le i\le n$, where $\|\cdot\|...
Cm7F7Bb's user avatar
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