On a bound of hoeffding in the complex case

Mikhail Isaev, Brendan D. McKay

    Research output: Contribution to journalArticlepeer-review

    1 Citation (Scopus)

    Abstract

    It was proved by Hoeffding in 1963 that a real random variable X confined to [a, b]. satisfies EeX-EX≤ e(b-a)2/8. We generalise this to complex random variables.

    Original languageEnglish
    Article number14
    JournalElectronic Communications in Probability
    Volume21
    DOIs
    Publication statusPublished - 2016

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