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arXiv · 2206.01616

Tail estimates for random variables from interrelation between corresponding moments inequalities

M. R. Formica·E. Ostrovsky·L. Sirota
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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.

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M. R. Formica, E. Ostrovsky, L. Sirota. 2022-06-01. Tail estimates for random variables from interrelation between corresponding moments inequalities. https://arxiv.org/abs/2206.01616

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