EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES

DOI10.14317/JAMI.2013.417MaRDI QIDQ5406827zbMATH OpenOpenAlexFDO

Authors Jeong-Yeol Choi, Jong-Il Baek

Publication date 4 April 2014

Published in Journal of applied mathematics & informatics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14317/jami.2013.417

zbMATH Keywords

acceptablecomplete convergenceexponential inequalityextended acceptable random variableextended negatively orthant dependence

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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Cited in

(13)

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• On the exponential inequality for acceptable random variables
• Some exponential inequalities for acceptable random variables and complete convergence
• A note on a new exponential bound for M-acceptable random variables
• Inequalities for acceptable noncommutative random variables
• Rarity and exponentiality: an extension of Keilson's theorem, with applications
• Probability inequalities for sums of partly acceptable random variables with finite moments
• Bernstein's inequality with a proper cover and upper bound of portfolio VaR and TVaR
• Almost sure equidistribution in expansive families

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