Moment inequalities for functions of independent random variables
نویسندگان
چکیده
منابع مشابه
Moment inequalities for functions of independent random variables
A general method for obtaining moment inequalities for functions of independent random variables is presented. It is a generalization of the entropy method which has been used to derive concentration inequalities for such functions [7], and is based on a generalized tensorization inequality due to Lata la and Oleszkiewicz [25]. The new inequalities prove to be a versatile tool in a wide range o...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2005
ISSN: 0091-1798
DOI: 10.1214/009117904000000856