On a bound of Hoeffding in the complex case

DOI10.1214/16-ECP4372MaRDI QIDQ287793zbMATH OpenOpenAlexFDO

Authors M. I. Isaev, Brendan D. McKay

Publication date 23 May 2016

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

Full work available at URL https://arxiv.org/abs/1603.00613, https://projecteuclid.org/euclid.ecp/1455717136

zbMATH Keywords

exponential functiondiameterboundcomplex random variableHoeffding

Mathematics Subject Classification ID

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

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.

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Cited in

(1)

• Probabilistic existence of regular combinatorial structures

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