We prove the following superexponential distribution inequality: for any integrable g on [0, 1)d with zero average, and any λ > 0, | { x∈ [ 0, 1 ) d : g≥λ } |≤ e − λ 2 /( 2 d ‖ S( g ) ‖ ∞ 2 ) , where ...
The Annals of Probability, Vol. 7, No. 6 (Dec., 1979), pp. 1051-1055 (5 pages) An inequality for certain random sequences more general than martingales or nonnegative submartingales is proved. Three ...
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