The existence of the least favorable noise

DOI10.1214/23-ECP533zbMath1521.60010arXiv2303.09023OpenAlexW4384789813MaRDI QIDQ6138094

Dongzhou Huang

Publication date: 5 September 2023

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

Full work available at URL: https://arxiv.org/abs/2303.09023

zbMATH Keywords

existenceconditional expectationconvergence resultsleast favorable perturbation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Distribution theory (60E99)

Cites Work

• Unnamed Item
• The least favorable noise
• Convergence results for conditional expectations
• Two inequalities for conditional expectations and convergence results for filters

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