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Maximal Probability Inequalities in Vector Lattices

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Abstract

We generalize some maximal probability inequalities, proven for a class of random variables, to the measure-free setting of Riesz spaces. We prove generalizations of the Kolmogorov inequality, Hájek–Rényi inequality, Lévy’s inequality and Etemadi’s inequality.

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Correspondence to Ghadir Sadeghi.

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Divandar, M.S., Sadeghi, G. Maximal Probability Inequalities in Vector Lattices. Results Math 77, 108 (2022). https://doi.org/10.1007/s00025-022-01637-0

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