An exponential inequality and strong limit theorems for conditional expectations

DOI10.1007/S10998-010-3103-2MaRDI QIDQ663276zbMATH OpenOpenAlexFDO

Authors Alexey Chuprunov, István Fazekas

Publication date 14 February 2012

Published in Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2437/100093

zbMATH Keywords

strong law of large numbersconditional expectationmomentlaw of the iterated logarithmexponential inequalityKhintchine's inequalitygeneralized allocation scheme

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 1231233 (Why is no real title available?)
• An inequality for moments and its applications to the generalized allocation scheme
• Inequalities and strong laws of large numbers for random allocations
• Limiting Distributions in Some Occupancy Problems
• Sharp inequalities between centered moments
• Strong laws of large numbers for random forests
• The best constants in the Khintchine inequality

Cited in

(9)

• scientific article; zbMATH DE number 5630825 (Why is no real title available?)
• Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
• Limit Theorems for Random Exponentials: The Bounded Support Case
• Exponential inequalities under sub-linear expectations with applications to strong law of large numbers
• EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES
• Conditional limit theorems for exponential families and finite versions of de Finetti's theorem
• Compensator and exponential inequalities for some suprema of counting processes
• An inequality for moments and its applications to the generalized allocation scheme
• Exponential inequalities for associated random variables and strong laws of large numbers

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