On the Bennett-Hoeffding inequality
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Publication:2438252
DOI10.1214/12-AIHP495zbMath1288.60025arXiv0902.4058MaRDI QIDQ2438252
Publication date: 10 March 2014
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.4058
upper bounds; Lévy processes; martingales; supermartingales; sums of independent random variables; generalized moments; real algebraic geometry; probability inequalities; certificates of positivity
60E07: Infinitely divisible distributions; stable distributions
60G51: Processes with independent increments; Lévy processes
60E15: Inequalities; stochastic orderings
60G42: Martingales with discrete parameter
60E10: Characteristic functions; other transforms
60G50: Sums of independent random variables; random walks
60G48: Generalizations of martingales
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