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Advances in stochastic inequalities : [electronic resource] AMS Special Session on Stochastic Inequalities and their Applications, October 17-19, 1997, Georgia Institute of Technology / Theodore P. Hill, Christian Houdr�e, editors.

By: AMS Special Session on Stochastic Inequalities and their Applications (1997 : Georgia Institute of Technology)Contributor(s): Hill, Theodore Preston | Houdr�e, ChristianMaterial type: Text

TextSeries: Contemporary mathematics (American Mathematical Society) ; v. 234.Publication details: Providence, R.I. : American Mathematical Society, c1999Description: 1 online resource (ix, 212 p.)ISBN: 9780821878255 (online)Subject(s): Stochastic inequalities -- CongressesAdditional physical formats: Advances in stochastic inequalities :DDC classification: 519.2 LOC classification: QA274.223 | .A68 1997Online resources: Contents | Contents

Contents:

Bounds on the non-convexity of ranges of vector measures with atoms / Pieter C. Allaart -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03441 The class of Gaussian chaos of order two is closed by taking limits in distribution / Miguel A. Arcones -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03442 Two inequalities and some applications in connection with $\rho ^\ast $-mixing, a survey / Richard C. Bradley -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03443 Variance inequalities for functions of multivariate random variables / Wan-Ying Chang and Donald St. P. Richards -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03444 A note on sums of independent random variables / Pawe� Hitczenko and Stephen Montgomery-Smith -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03445 Exponential integrability of diffusion processes / Yaozhong Hu -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03446 Local dependencies in random fields via a Bonferroni-type inequality / Adam Jakubowski and Jan Rosi�nski -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03447 Pricing-differentials and bounds for lookback options, and prophet problems in probability / Robert P. Kertz -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03448 A correlation inequality for stable random vectors / Alexander Koldobsky -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03449 A note on the maximal inequalities for VC classes / Rafa� Lata�a -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03450 Comparison of moments via Poincar�e-type inequality / Krzysztof Oleszkiewicz -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03451 Fractional sums and integrals of $r$-concave tails and applications to comparison probability inequalities / Iosif Pinelis -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03452 Product formula, tails and independence of multiple stable integrals / J. Rosi�nski and G. Samorodnitsky -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03453 A domination inequality for martingale polynomials / Jerzy Szulga -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03454 A log-concavity proof for a Gaussian exponential bound / Richard A. Vitale -- http://www.ams.org/conm/234/ http://dx.doi.org/10.1090/conm/234/03455

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Current library	Home library	Call number	Materials specified	URL	Status	Date due	Barcode
IMSc Library	IMSc Library			Link to resource	Available		EBK11516

Includes bibliographical references.

Bounds on the non-convexity of ranges of vector measures with atoms / Pieter C. Allaart -- The class of Gaussian chaos of order two is closed by taking limits in distribution / Miguel A. Arcones -- Two inequalities and some applications in connection with $\rho ^\ast $-mixing, a survey / Richard C. Bradley -- Variance inequalities for functions of multivariate random variables / Wan-Ying Chang and Donald St. P. Richards -- A note on sums of independent random variables / Pawe� Hitczenko and Stephen Montgomery-Smith -- Exponential integrability of diffusion processes / Yaozhong Hu -- Local dependencies in random fields via a Bonferroni-type inequality / Adam Jakubowski and Jan Rosi�nski -- Pricing-differentials and bounds for lookback options, and prophet problems in probability / Robert P. Kertz -- A correlation inequality for stable random vectors / Alexander Koldobsky -- A note on the maximal inequalities for VC classes / Rafa� Lata�a -- Comparison of moments via Poincar�e-type inequality / Krzysztof Oleszkiewicz -- Fractional sums and integrals of $r$-concave tails and applications to comparison probability inequalities / Iosif Pinelis -- Product formula, tails and independence of multiple stable integrals / J. Rosi�nski and G. Samorodnitsky -- A domination inequality for martingale polynomials / Jerzy Szulga -- A log-concavity proof for a Gaussian exponential bound / Richard A. Vitale --