Probability Inequalities of Random Variables

Zhengyan Lin () and Zhidong Bai ()
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Zhengyan Lin: Zhejiang University, Department of Mathematics
Zhidong Bai: Northeast Normal University, School of Mathematics and Statistics

Chapter Chapter 5 in Probability Inequalities, 2010, pp 37-50 from Springer

Abstract: Abstract Probability inequalities of random variables, especially those of sums of random variables, play important roles in analytic probability theory, say, limiting theorems. Not only the applications of these inequalities, the proofs of these inequalities are also good illustrations of some important mathematical methodologies in probability theory.

Keywords: Convex Function; Independent Random Variable; Iterate Logarithm; Tail Probability; Good Illustration (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/978-3-642-05261-3_5

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