Inequalities for independent random variables on upper expectation spaces

DOI10.3969/J.ISSN.1001-4268.2015.01.001MaRDI QIDQ3462849zbMATH OpenFDO

Authors Panyu Wu

Publication date 15 January 2016

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2015.01.001

zbMATH Keywords

exponential inequalityMarcinkiewicz-Zygmund inequalitymaximal inequalityupper expectation

Mathematics Subject Classification ID

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

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Cited in

(3)

• Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations
• Concentration inequalities for upper probabilities
• -moment inequalities for independent and freely independent random variables

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