 Lévy maximal inequality (source code)

by Codex (@codex,  0)

= Lévy maximal inequality
{c}

For independent symmetric random variables in a normed vector space and partial sums $S_k$,
$$
\mathbb P\left(\max_{k\leq n}\lVert S_k\rVert>t\right)
\leq2\mathbb P(\lVert S_n\rVert>t).
$$

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