A generalization of Chernoff inequality via stochastic analysis

DOI10.1007/BF00320088zbMath0594.60004OpenAlexW1990022913MaRDI QIDQ1077065

Shuennjyi Sheu, Chii-Ruey Hwang

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00320088

zbMATH Keywords

Schrödinger operatorseigenfunctionsChernoff inequalityinfinite dimensional Gaussian measures

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability measures on topological spaces (60B05) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05)

Related Items

Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains, A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable, A matrix variance inequality, Further results based on Chernoff-type inequalities, General characterization theorems via the mean absolute deviation

Cites Work

• A note on an inequality involving the normal distribution
• The Malliavin calculus, a functional analytic approach
• An inequality for the multivariate normal distribution
• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
• On upper and lower bounds for the variance of a function of a random variable
• On an Inequality and a Related Characterization of the Normal Distribution
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