Best constant in the decoupling inequality for non-negative random variables

DOI10.1016/0167-7152(90)90141-SzbMath0708.60021OpenAlexW2093575749MaRDI QIDQ920468

Pawel Hitczenko

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90141-s

zbMATH Keywords

comparison theoreminequalitydecouplingtangent sequences of non-negative random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (4)

Upper bounds for the \(L_ p\)-norms of martingales ⋮ Exponential probabilistic inequalities ⋮ A note on second moment of a randomly stopped sum of independent variables ⋮ On the Behavior of the Constant in a Decoupling Inequality for Martingales

Cites Work

• Comparison of moments for tangent sequences of random variables
• Distribution function inequalities for martingales
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Best constant in the decoupling inequality for non-negative random variables