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 boundsLévy processesmartingalessupermartingalessums of independent random variablesgeneralized momentsreal algebraic geometryprobability inequalitiescertificates of positivity
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Generalizations of martingales (60G48)
Related Items (21)
Optimal-order bounds on the rate of convergence to normality in the multivariate delta method ⋮ On the Bernstein-Hoeffding method ⋮ Some improved tail bounds for the sum of variables with geometric distribution ⋮ Comparison inequalities for suprema of bounded empirical processes ⋮ Sharp large deviation results for sums of independent random variables ⋮ Exact Rosenthal-type bounds ⋮ Spines, skeletons and the strong law of large numbers for superdiffusions ⋮ Characteristic function of the positive part of a random variable and related results, with applications ⋮ Improving Hoeffding's inequality using higher moments information ⋮ On the Bennett-Hoeffding inequality ⋮ An improved Bennett's inequality ⋮ Positive-part moments via characteristic functions, and more general expressions ⋮ Exact Lower Bounds on the Exponential Moments of Truncated Random Variables ⋮ Sharp large deviations for sums of bounded from above random variables ⋮ New deviation inequalities for martingales with bounded increments ⋮ Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times ⋮ Positive-part moments via the Fourier-Laplace transform ⋮ (Quasi)additivity properties of the Legendre--Fenchel transform and its inverse, with applications in probability ⋮ An exponential inequality for suprema of empirical processes with heavy tails on the left ⋮ Concentration inequalities for suprema of unbounded empirical processes ⋮ New insights on concentration inequalities for self-normalized martingales
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