EXPONENTIAL INEQUALITIES FOR BOUNDED RANDOM VARIABLES

被引：0

作者：

Huang, Guangyue

Guo, Xin ^{[2
]}

Du, Hongxia ^{[1
]}

He, Yi ^{[1
]}

Miao, Yu ^{[1
]}

机构：

[1] Henan Normal Univ, Coll Math & Informat Sci, Henan Engn Lab Big Data Stat Anal & Optimal Contr, Xinxiang 453007, Henan, Peoples R China

[2] Anyang Normal Univ, Sch Math & Stat, Xinxiang 453007, Henan, Peoples R China

来源：

MATHEMATICA SLOVACA | 2015年 / 65卷 / 06期

关键词：

bounded random variables; martingale difference sequence; negatively associated; Markov chians; exponential inequalities; SUMS; MARTINGALES; DEPENDENCE; THEOREM;

D O I：

10.1515/ms-2015-0106

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In the paper, several precise exponential inequalities for the sums of bounded or semi-bounded random variables are established, which involve independent random variables, martingale difference sequence, negatively associated random variables, Markov chains. (C) 2015 Mathematical Institute Slovak Academy of Sciences

引用

页码：1557 / 1570

页数：14

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