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A maximal inequality
Let $\{X_i\}_{i\in\mathbb{N}}$ be i.i.d. symmetric random variables, with $-1\leq X_i\leq 1$, $\mathbb{E}(X_i) =0$, $\mathbb{E}(X_i^2) = 1$. We have that:
$$
P\left(\bigcap_{k = 1}^{n}\frac{|\sum_{i = ...
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Bounding the error of a truncated moment problem
Let $\{x_{i}\}_{i=1}^{\infty}$ be a non-increasing sequence of non-negative real numbers, and let $\{y_{j}\}_{j=1}^{B}$ be a non-increasing sequence of non-negative real numbers, where $B$ is a finite ...