Exponential inequalities for bounded random variables

DOI10.1515/MS-2015-0106MaRDI QIDQ5744316zbMATH OpenOpenAlexFDO

Authors Guangyue Huang, Xin Guo, Hongxia Du, Yi He, Yu Miao

Publication date 18 February 2016

Published in Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/ms-2015-0106

zbMATH Keywords

bounded random variablesexponential inequalitiesMarkov chiansmartingale difference sequencenegatively associated

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• A comparison theorem on moment inequalities between negatively associated and independent random variables
• A general class of exponential inequalities for martingales and ratios
• A note on the almost sure convergence of sums of negatively dependent random variables
• An inequality for tail probabilities of martingales with differences bounded from one side
• Concentration inequalities for semi-bounded martingales
• Exponential inequality for negatively associated random variables
• Extremal probabilistic problems and Hotelling's T^ 2 test under a symmetry condition
• Hoeffding's inequality for uniformly ergodic Markov chains
• Negative association of random variables, with applications
• Some concepts of negative dependence
• Some Kolmogoroff-type inequalities for bounded random variables
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.

Cited in

(13)

• scientific article; zbMATH DE number 5897000 (Why is no real title available?)
• scientific article; zbMATH DE number 4138832 (Why is no real title available?)
• On the exponential inequality for acceptable random variables
• On inequalities for sums of bounded random variables
• Tightened exponential bounds for discrete-time conditionally symmetric martingales with bounded jumps
• A note on a new exponential bound for M-acceptable random variables
• Exponential Burkholder Davis Gundy Inequalities
• Inégalités exponentielles pour les processus empiriques
• scientific article; zbMATH DE number 1500586 (Why is no real title available?)
• Limit Theorems for Random Exponentials: The Bounded Support Case
• EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES
• Exponential inequalities for weighted sums of bounded random variables
• Exponential inequalities for associated random variables and strong laws of large numbers

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