Work

Probability inequalities for multiplicative sequences of random variables

Year: 2021

Type: article

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.

Source: Proceedings of the American Mathematical Society

DOI: 10.1090/proc/15558

Author: Grigori Karagulyan

Institutions: Yerevan State University, National Academy of Sciences of Armenia

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2996858310

FWCI: 0.181

Cites: 14

Cited by: 2

Related to: 20