Abstract
We obtain moment inequalities for the sum of the indicators of events and an upper estimate for a convex function of such a sum. Our results generalize inequalities that were obtained earlier for moment characteristics of the sojourn time of a random walk on a half-axis.
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Original Russian Text © A.S. Tarasenko, 2018, published in Matematicheskie Trudy, 2018, Vol. 21, No. 1, pp. 193–200.
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Tarasenko, A.S. Inequalities for Functions of the Sum of the Indicators of Events. Sib. Adv. Math. 28, 303–308 (2018). https://doi.org/10.3103/S105513441804003X
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DOI: https://doi.org/10.3103/S105513441804003X