𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Moment inequalities for the partial sums of random variables

✍ Scribed by Shanchao Yang

Publisher
SP Science China Press
Year
2001
Tongue
English
Weight
290 KB
Volume
44
Category
Article
ISSN
1674-7283

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Some Inequalities for the Maximum of Par
Some Inequalities for the Maximum of Partial Sums of Random Variables
✍ J. MogyorΓ³di πŸ“‚ Article πŸ“… 1975 πŸ› John Wiley and Sons 🌐 English βš– 623 KB

is non-decreasing. Thus, if one applies the c,-inequality, the inequality follows trivially. From this and from the preceding inequality we obtain By our condition the sums on the right hand side converge to 0 as n -+ + 00. This proves the assertion. Remarks. It is easy to see that for p > 2 our c

Large deviations inequalities for partia
Large deviations inequalities for partial sums of random measures
✍ Nadia Bensaı̈d; Pierre Jacob πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 96 KB

We give large deviation inequalities for partial sums of random measures and for the Prokhorov metric, with applications to Poisson, Cox and compound point processes.

Comparison of Moments of Sums of Indepen
Comparison of Moments of Sums of Independent Random Variables and Differential Inequalities
✍ S. KwapieΕ„; R. LataΕ‚a; K. Oleszkiewicz πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 463 KB

For S= x i ! i , where (! i ) is a sequence of independent, symmetric random variables and (x i ) is a sequence of vectors in a normed space we give two methods of proving inequalities (E &S& p ) 1Γ‚p C p, q (E &S& q ) 1Γ‚q with the constants C p, q independent of the sequence (x i ). The methods depe