A multivariate generalization of Hoeffding's inequality

Mathematics – Probability

Scientific paper

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Scientific paper

We prove a multivariate version of Hoeffding's inequality about the
distribution of homogeneous polynomials of Rademacher functions. The proof is
based on such 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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