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Lévy maximal inequality

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Probability inequality
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For independent symmetric random variables in a normed vector space and partial sums Sk​,
P(maxk≤n​∥Sk​∥>t)≤2P(∥Sn​∥>t).
(1)

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  1. Probability inequality
  2. Probability theory
  3. Probability and statistics
  4. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 217 / 2 / Solution

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