SUB-GAUSSIAN

作品数:6被引量:2H指数:1
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相关机构:华中师范大学更多>>
相关期刊:《Journal of Mathematical Research with Applications》《Journal of Computational Mathematics》《Acta Mathematica Scientia》《Probability, Uncertainty and Quantitative Risk》更多>>
相关基金:国家自然科学基金更多>>
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Improved Hoeffding inequality for dependent bounded or sub-Gaussian random variables
《Probability, Uncertainty and Quantitative Risk》2021年第1期53-60,共8页Yuta Tanoue 
This work was supported by JSPS Grant-in-Aid for Young Scientists(Grant No.18K12873);Waseda University Grants for Special Research Projects(“Tokutei Kadai”)(Grant No.2019C-688).
When addressing various financial problems,such as estimating stock portfolio risk,it is necessary to derive the distribution of the sum of the dependent random variables.Although deriving this distribution requires i...
关键词:α-mixing coefficient Hoeffding inequality BOUNDED SUB-GAUSSIAN 
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