
A multivariate version of Hoeffding's inequality

Peter Major, Alfred Renyi Mathematical Institute of the Hungarian Academy of Sciences 
Abstract
In this paper a multivariate version of Hoeffding's inequality is proved
about the tail distribution of homogeneous polynomials of Rademacher
functions with an optimal constant in the exponent of the upper bound.
The proof is based on an estimate about the moments of homogeneous
polynomials of Rademacher functions which can be considered as
an improvement of Borell's inequality in a most important
special case.

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Pages: 220229
Published on: October 9, 2006

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