论文标题

从相应矩不等式之间的相互关系的随机变量的尾巴估计值

Tail estimates for random variables from interrelation between corresponding moments inequalities

论文作者

Formica, M. R., Ostrovsky, E., Sirota, L.

论文摘要

我们从其力矩之间的不平等开始,或更一般的Lebesgue-Riesz规范之间的不等式开始,从而得出了两个随机变量之间的尾巴不等式,这在某些参数集中是正确的。我们考虑到Martingale理论中的一些应用。

We derive the tail inequalities between two random variables starting from inequalities between its moment, or more generally between its Lebesgue-Riesz norms, which holds true on certain sets of parameters. We consider some applications into the martingale theory.

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