Chebyshev-type inequalities and large deviation principles

DOI10.1137/S0040585X97T990629MaRDI QIDQ5034420zbMATH OpenOpenAlexFDO

Authors

Publication date 25 February 2022

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t990629

zbMATH Keywords

Erdős-Rényi graphsexponential Chebyshev-type inequalitylarge deviation principlelocal large deviation principlerandom fieldrandom walk

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10)

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Cites work

• Asymptotic Analysis of Random Walks: Light-Tailed Distributions
• Boundary crossing problems for compound renewal processes
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• Exponential Chebyshev inequalities for random graphons and their applications
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• scientific article; zbMATH DE number 3337815 (Why is no real title available?)
• On exact large deviation principles for compound renewal processes
• The large deviation principle for the Erdős-Rényi random graph

Cited in

(10)

• On statistical properties of Chebyshev's norm
• Chebyshev approximation of the distribution function of nonnegative random variables
• Chernoff-type inequality and variance bounds
• On the existence conditions for exact large deviation principles
• Exponential Chebyshev inequalities for random graphons and their applications
• Chebyshev-type exponential inequalities for sums of random vectors and for trajectories of random walks
• Chebyshev's inequality for Banach-space-valued random elements
• scientific article; zbMATH DE number 2101519 (Why is no real title available?)
• CHEBYSHEV INEQUALITIES WITH LAW-INVARIANT DEVIATION MEASURES
• Chebyshev's inequality for Hilbert-space-valued random elements

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