A multivariate version of Hoeffding's inequality
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | A multivariate version of Hoeffding's inequality |
2. | Creator | Author's name, affiliation, country | Peter Major; Alfred Renyi Mathematical Institute of the Hungarian Academy of Sciences |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Hoeffding's inequality, Borell's inequality, multiple Wiener--It^o integrals, diagram formula |
3. | Subject | Subject classification | Primary 60E15, Secondary 60H05 |
4. | Description | Abstract | In this paper a multivariate version of Hoeffding's inequality is proved about the tail distribution of homogeneous polynomials of Rademacher functions with an optimal constant in the exponent of the upper bound. The proof is based on an estimate about the moments of homogeneous polynomials of Rademacher functions which can be considered as an improvement of Borell's inequality in a most important special case. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | OTKA foundation |
7. | Date | (YYYY-MM-DD) | 2006-10-09 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1221 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v11-1221 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 11 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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