On a bound of Hoeffding in the complex case
Probability
2016-03-03 v1
Abstract
It was proved by Hoeffding in 1963 that a real random variable X confined to [a, b] satisfies E e^(X--E X) e^((b--a)^2/8). We generalise this to complex random variables.
Cite
@article{arxiv.1603.00613,
title = {On a bound of Hoeffding in the complex case},
author = {Mikhail Isaev and Brendan D. Mckay},
journal= {arXiv preprint arXiv:1603.00613},
year = {2016}
}
Comments
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2016