New Versions of Some Classical Stochastic Inequalities

作者：Li Deli; Rosalsky Andrew^*

来源：Stochastic Analysis and Applications, 2013, 31(1): 62-79.

DOI：10.1080/07362994.2013.741381

• General Gini's mean difference
• Hoffmann-Jorgensen inequality
• Kolmogorov strong law of large numbers
• Levy inequality
• Ottaviani inequality
• Primary 60E15
• Secondary 60B12
• 60F15
• 60G50

Motivated by an investigation of finding necessary and sufficient conditions for the Kolmogorov strong law of large numbers for the general Gini's mean difference, new versions of the classical Levy, Ottaviani, and Hoffmann-JooTrgensen inequalities are obtained for a sequence of Banach space valued random variables. No geometric conditions are imposed on the Banach space. An application to the general Gini's mean difference in a Banach space setting is presented.

• 出版日期2013-1-1