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A multivariate version of Hoeffding’s inequality. (English) Zbl 1110.60010
Summary: 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 Borel’s inequality in a very important special case.

MSC:
60E15 Inequalities; stochastic orderings
60H05 Stochastic integrals
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