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A Banach space is a complete normed vector space: A vector space equipped with a norm such that every Cauchy sequence converges.

5 votes

On sums of independent random variables in Banach spaces

First of all, many thanks to @LvivScottishBook for putting the problem online (that was indeed very surprising for me) and to @fedja for finding a counterexample. While writing the problem I was sure …
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8 votes
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179 views

Distribution domination for sums of independent random variables in Banach spaces

Let $X$ be a Banach space and let $(\xi_n)$ and $(\eta_n)$ be independent mean-zero random variables with values in $X$ satisfying $$ \sum_n \mathbb P(\xi_n \in A) \leq \sum_n \mathbb P(\eta_n \in A), …
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