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Some further inequalities for univariate moments and some new ones for the covariance

✍ Scribed by N.S. Barnett; S.S. Dragomir

Book ID
104352694
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
619 KB
Volume
47
Category
Article
ISSN
0898-1221

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πŸ“œ SIMILAR VOLUMES

Some Exponential Moment Inequalities for
Some Exponential Moment Inequalities for the Wiener Functionals
✍ Ali SΓΌleyman ÜstΓΌnel πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 690 KB

In this paper we prove, mainly, three probabilistic inequalities with which we can control the exponential moments of different Wiener functionals. The first one is a general exponential inequality for the functionals of a Markov process defined with a symmetric Dirichlet form under its invariant pr