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Concentration inequalities for strong laws and laws of the iterated logarithm

Ruf, Johannes et al.
arXiv (All) · Papers
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probabilitystatistics-theory
We derive concentration inequalities for sums of independent and identically distributed random variables that yield non-asymptotic generalizations of several strong laws of large numbers including some of those due to Kolmogorov [1930], Marcinkiewicz and Zygmund [1937], Chung [1951], Baum and Katz
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