On a bound of hoeffding in the complex case

Mikhail Isaev; Brendan D. McKay

doi:10.1214/16-ECP4372

On a bound of hoeffding in the complex case

Mikhail Isaev
, Brendan D. McKay

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

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

Original language	English
Article number	14
Journal	Electronic Communications in Probability
Volume	21
DOIs	https://doi.org/10.1214/16-ECP4372
Publication status	Published - 2016

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title = "On a bound of hoeffding in the complex case",

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.",

keywords = "Bound, Complex random variable, Diameter, Exponential function, Hoeffding",

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year = "2016",

doi = "10.1214/16-ECP4372",

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journal = "Electronic Communications in Probability",

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AU - Isaev, Mikhail

AU - McKay, Brendan D.

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KW - Bound

KW - Complex random variable

KW - Diameter

KW - Exponential function

KW - Hoeffding

UR - https://www.scopus.com/pages/publications/84964319245

U2 - 10.1214/16-ECP4372

DO - 10.1214/16-ECP4372

M3 - Article

SN - 1083-589X

VL - 21

JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

M1 - 14

ER -

On a bound of hoeffding in the complex case

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