Exponential probabilistic inequalities

DOI10.1007/S10986-018-9410-7MaRDI QIDQ1728115zbMATH OpenOpenAlexWikidataFDO

Authors Kwok-Pun Ho

Publication date 22 February 2019

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-018-9410-7

zbMATH Keywords

differential subordinationmartingale transformdecoupling inequalitiesexponential Orlicz spacesStein's inequalities

Mathematics Subject Classification ID

Gaussian processes (60G15) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Sample path properties (60G17)

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Cited in

(9)

• Exponential Inequalities for the Distributions of Canonical Multiple Partial Sum Processes
• On the exponential inequality for acceptable random variables
• Martingale transforms on Banach function spaces
• EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES
• scientific article; zbMATH DE number 4138832 (Why is no real title available?)
• Exponential integrability of martingales
• Exponential Rosenthal and Marcinkiewicz-Zygmund inequalities
• Bergman projections, Berezin transforms and Cauchy transform on exponential Orlicz spaces and Lorentz-Zygmund spaces
• Inégalités exponentielles pour les processus empiriques

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