An optimal bound on the tail distribution of the number of recurrences of an event in product spaces

DOI10.1007/S00440-002-0252-0MaRDI QIDQ1400835zbMATH OpenOpenAlexFDO

Authors Michael J. Klass, Krzysztof Nowicki

Publication date 14 August 2003

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-002-0252-0

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

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Cited in

(5)

• Series of independent random variables in rearrangement invariant spaces: an operator approach
• Maximal inequalities for additive processes
• Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process
• A Compound Poisson Approximation Inequality
• Uniformly accurate quantile bounds for sums of arbitrary independent random variables

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