Journal article
Best constant in the decoupling inequality for non-negative random variables
Statistics & probability letters, v 9(4), pp 327-329
1990
Abstract
A simple proof of the following inequality is given:
‖∑X
k‖>
p ⩽ 3p‖∑y
k‖
p, p ⩾ 1
, where, for
n ⩾ 1,
X
n
and
Y
n
are
F
n
-measurable non-negative random variables with indentical conditional distributions, given
F
n−1
. Our proof gives the best possible order of constant.
Metrics
Details
- Title
- Best constant in the decoupling inequality for non-negative random variables
- Creators
- Pawel Hitczenko - Texas A&M University
- Publication Details
- Statistics & probability letters, v 9(4), pp 327-329
- Publisher
- Elsevier
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Mathematics
- Web of Science ID
- WOS:A1990CV73200009
- Scopus ID
- 2-s2.0-45149137717
- Other Identifier
- 991020531838704721
InCites Highlights
Data related to this publication, from InCites Benchmarking & Analytics tool:
- Web of Science research areas
- Statistics & Probability