Moments approach to the concentration properties of truncated variation

Witold Bednorz; Rafal Lochowski

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arXiv · 1603.07901

Moments approach to the concentration properties of truncated variation

Witold Bednorz·Rafal Lochowski

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Abstract

In this paper we show an alternative approach to the concentration of truncated variation for stochastic processes on a real line. Our method is based on the moments control and can be used to generalize the results to the case of processes with heavy tails.

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BibTeX RIS

Witold Bednorz, Rafal Lochowski. 2016-03-25. Moments approach to the concentration properties of truncated variation. https://arxiv.org/abs/1603.07901

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