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An exponential inequality and strong limit theorems for conditional expectations

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dc.contributor.author Chuprunov A.
dc.contributor.author Fazekas I.
dc.date.accessioned 2018-09-18T20:33:05Z
dc.date.available 2018-09-18T20:33:05Z
dc.date.issued 2010
dc.identifier.issn 0031-5303
dc.identifier.uri https://dspace.kpfu.ru/xmlui/handle/net/141058
dc.description.abstract An exponential inequality for the tail of the conditional expectation of sums of centered independent random variables is obtained. This inequality is applied to prove analogues of the Law of the Iterated Logarithm and the Strong Law of Large Numbers for conditional expectations. As corollaries we obtain certain strong theorems for the generalized allocation scheme and for the nonuniformly distributed allocation scheme. © 2010 Akadémiai Kiadó, Budapest, Hungary.
dc.relation.ispartofseries Periodica Mathematica Hungarica
dc.subject conditional expectation
dc.subject exponential inequality
dc.subject generalized allocation scheme
dc.subject Khintchine's inequality
dc.subject law of the iterated logarithm
dc.subject moment
dc.subject strong law of large numbers
dc.title An exponential inequality and strong limit theorems for conditional expectations
dc.type Article
dc.relation.ispartofseries-issue 1
dc.relation.ispartofseries-volume 61
dc.collection Публикации сотрудников КФУ
dc.relation.startpage 103
dc.source.id SCOPUS00315303-2010-61-1-SID77957351228


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  • Публикации сотрудников КФУ Scopus [24551]
    Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.

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