Advances in stochastic inequalities : AMS Special Session on Stochastic Inequalities and their Applications, October 17-19, 1997, Georgia Institute of Technology / [electronic resource]
Theodore P. Hill, Christian Houdr�e, editors.
- Providence, R.I. : American Mathematical Society, c1999.
- 1 online resource (ix, 212 p.)
- Contemporary mathematics, v. 234 0271-4132 (print); 1098-3627 (online); .
- Contemporary mathematics (American Mathematical Society) ; v. 234. .
Includes bibliographical references.
Bounds on the non-convexity of ranges of vector measures with atoms / The class of Gaussian chaos of order two is closed by taking limits in distribution / Two inequalities and some applications in connection with $\rho ^\ast $-mixing, a survey / Variance inequalities for functions of multivariate random variables / A note on sums of independent random variables / Exponential integrability of diffusion processes / Local dependencies in random fields via a Bonferroni-type inequality / Pricing-differentials and bounds for lookback options, and prophet problems in probability / A correlation inequality for stable random vectors / A note on the maximal inequalities for VC classes / Comparison of moments via Poincar�e-type inequality / Fractional sums and integrals of $r$-concave tails and applications to comparison probability inequalities / Product formula, tails and independence of multiple stable integrals / A domination inequality for martingale polynomials / A log-concavity proof for a Gaussian exponential bound / Pieter C. Allaart -- Miguel A. Arcones -- Richard C. Bradley -- Wan-Ying Chang and Donald St. P. Richards -- Pawe� Hitczenko and Stephen Montgomery-Smith -- Yaozhong Hu -- Adam Jakubowski and Jan Rosi�nski -- Robert P. Kertz -- Alexander Koldobsky -- Rafa� Lata�a -- Krzysztof Oleszkiewicz -- Iosif Pinelis -- J. Rosi�nski and G. Samorodnitsky -- Jerzy Szulga -- Richard A. Vitale -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03441 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03442 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03443 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03444 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03445 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03446 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03447 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03448 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03449 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03450 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03451 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03452 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03453 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03454 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03455
Access is restricted to licensed institutions
Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2012
Mode of access : World Wide Web
9780821878255 (online)
Stochastic inequalities--Congresses.
QA274.223 / .A68 1997
519.2
Includes bibliographical references.
Bounds on the non-convexity of ranges of vector measures with atoms / The class of Gaussian chaos of order two is closed by taking limits in distribution / Two inequalities and some applications in connection with $\rho ^\ast $-mixing, a survey / Variance inequalities for functions of multivariate random variables / A note on sums of independent random variables / Exponential integrability of diffusion processes / Local dependencies in random fields via a Bonferroni-type inequality / Pricing-differentials and bounds for lookback options, and prophet problems in probability / A correlation inequality for stable random vectors / A note on the maximal inequalities for VC classes / Comparison of moments via Poincar�e-type inequality / Fractional sums and integrals of $r$-concave tails and applications to comparison probability inequalities / Product formula, tails and independence of multiple stable integrals / A domination inequality for martingale polynomials / A log-concavity proof for a Gaussian exponential bound / Pieter C. Allaart -- Miguel A. Arcones -- Richard C. Bradley -- Wan-Ying Chang and Donald St. P. Richards -- Pawe� Hitczenko and Stephen Montgomery-Smith -- Yaozhong Hu -- Adam Jakubowski and Jan Rosi�nski -- Robert P. Kertz -- Alexander Koldobsky -- Rafa� Lata�a -- Krzysztof Oleszkiewicz -- Iosif Pinelis -- J. Rosi�nski and G. Samorodnitsky -- Jerzy Szulga -- Richard A. Vitale -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03441 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03442 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03443 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03444 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03445 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03446 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03447 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03448 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03449 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03450 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03451 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03452 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03453 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03454 http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03455
Access is restricted to licensed institutions
Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2012
Mode of access : World Wide Web
9780821878255 (online)
Stochastic inequalities--Congresses.
QA274.223 / .A68 1997
519.2