On a bound of Hoeffding in the complex case

DOI10.1214/16-ECP4372zbMATH Open1336.60030arXiv1603.00613OpenAlexW3098468354MaRDI QIDQ287793FDOQ287793

Authors: M. I. Isaev, Brendan D. McKay 

Publication date: 23 May 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: It was proved by Hoeffding in 1963 that a real random variable X confined to [a, b] satisfies E e^(X--E X) $le$ e^((b--a)^2/8). We generalise this to complex random variables.

Full work available at URL: https://arxiv.org/abs/1603.00613

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zbMATH Keywords

exponential functiondiameterboundcomplex random variableHoeffding

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Exponential and trigonometric functions (33B10)

Cited In (1)

• Probabilistic existence of regular combinatorial structures

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