Analogues of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality for processes with independent increments (Q3521026)
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scientific article; zbMATH DE number 5316826
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| English | Analogues of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality for processes with independent increments |
scientific article; zbMATH DE number 5316826 |
Statements
Analogues of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality for processes with independent increments (English)
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27 August 2008
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infinitely divisible random variables
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Lévy process
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compensator
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martingale
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Lévy-Khinchin formula
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0.7967388033866882
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0.7821250557899475
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0.7821250557899475
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