Fluctuation bounds for sock-sorting and other stochastic processes (Q1265748)
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English | Fluctuation bounds for sock-sorting and other stochastic processes |
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Fluctuation bounds for sock-sorting and other stochastic processes (English)
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27 September 1998
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Standard techniques are applied to derive exponential bounds for the fluctuation of sums of independent but not necessarily identically distributed processes. Instead of entropy conditions the total variation of the processes included is used to formulate upper exponential bounds. The results are applied to stochastic processes arising from self-service queues and storage problems.
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empirical processes
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fluctuation inequality
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exponential bounds
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