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Nemirovski's Inequalities Revisited

2010/02/01 by Lutz Dümbgen, Lutz Duembgen, Sara A. van de Geer +3 · 1 citation
Decision Sciences · Mathematics · #Probability and Risk Models #Random Matrices and Applications #Advanced Banach Space Theory

paper · doi:10.4169/000298910x476059

Abstract

1 Introduction. Our starting point is the following well known theorem from probability: Let X1,..., Xn be (stochastically) independent random variables with finite second moments, and let Sn = ∑ n i=1 Xi. Then

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