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Probability inequalities for multiplicative sequences of random variables
Proceedings of the American Mathematical Society ( IF 0.8 ) Pub Date : 2021-06-21 , DOI: 10.1090/proc/15558
Grigori A. Karagulyan

Abstract:We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without change of the constants in inequalities.


中文翻译:

随机变量乘法序列的概率不等式

摘要:我们将鞅差的一些尖锐不等式扩展到随机变量的一般乘法系统。证明中的关键要素是一种技术,将一般情况简化为 Rademacher 随机变量的情况,而不改变不等式中的常数。
更新日期:2021-07-27
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