Tail estimates for random variables from interrelation between corresponding moments inequalities
Probability
2022-06-06 v1
Abstract
We derive the tail inequalities between two random variables starting from inequalities between its moment, or more generally between its Lebesgue-Riesz norms, which holds true on certain sets of parameters. We consider some applications into the martingale theory.
Cite
@article{arxiv.2206.01616,
title = {Tail estimates for random variables from interrelation between corresponding moments inequalities},
author = {M. R. Formica and E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:2206.01616},
year = {2022}
}