Tail estimates for random variables from interrelation between corresponding moments inequalities
From MaRDI portal
Publication:6401049
arXiv2206.01616MaRDI QIDQ6401049FDOQ6401049
Authors: Maria Rosaria Formica, Eugeny Ostrovsky, Leonid Sirota 
Publication date: 1 June 2022
Abstract: We derive the tail inequalities between two random variables starting from inequalities between its moment, or more generally between its Lebesgue-Riesz norms, which holds true on certain sets of parameters. We consider some applications into the martingale theory.
This page was built for publication: Tail estimates for random variables from interrelation between corresponding moments inequalities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6401049)
