Analogues of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality for processes with independent increments (Q3521026)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analogues of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality for processes with independent increments |
scientific article |
Statements
Analogues of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality for processes with independent increments (English)
0 references
27 August 2008
0 references
infinitely divisible random variables
0 references
Lévy process
0 references
compensator
0 references
martingale
0 references
Lévy-Khinchin formula
0 references
