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Results tagged with pr.probability
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user 148449
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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 …
- 131
8
votes
0
answers
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), …
- 131