Robbins lemma

E1015499

Robbins lemma is a result in probability theory that provides a bound on the expected maximum of partial sums of independent random variables, named after mathematician Herbert Robbins.

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Robbins lemma canonical 1

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instanceOf lemma in probability theory
mathematician
appliesTo independent random variables
concerns expected maximum of partial sums of independent random variables
describes bound on the expected maximum of partial sums
field probability theory
probability theory
hasUse analysis of random processes
bounding tail behavior of sums of random variables
deriving inequalities in probability
knownFor Robbins lemma NERFINISHED
namedAfter American mathematician Herbert Robbins NERFINISHED
Herbert Robbins NERFINISHED
relatedTo concentration inequalities
laws of large numbers
martingale inequalities
maximal inequalities in probability

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Herbert Robbins knownFor Robbins lemma