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A multivariate version of Hoeffding's inequality

   
@article{ECP1221,
	author = {Peter Major},
	title = {A multivariate version of Hoeffding's inequality},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {11},
	year = {2006},
	keywords = {Hoeffding's inequality, Borell's inequality, multiple Wiener--It^o integrals, diagram formula},
	abstract = {In this paper a multivariate version of Hoeffding's inequality is proved  about the tail distribution of homogeneous polynomials of Rademacher  functions with an optimal constant in the exponent of the upper bound. The proof is based on 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.},
	pages = {no. 24, 220-229},
	issn = {1083-589X},
	doi = {10.1214/ECP.v11-1221},    
        url = {http://ecp.ejpecp.org/article/view/1221}}