The missing factor in Hoeffding's inequalities

Michel Talagrand

Annales de l'I.H.P. Probabilités et statistiques (1995)

  • Volume: 31, Issue: 4, page 689-702
  • ISSN: 0246-0203

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Talagrand, Michel. "The missing factor in Hoeffding's inequalities." Annales de l'I.H.P. Probabilités et statistiques 31.4 (1995): 689-702. <http://eudml.org/doc/77525>.

@article{Talagrand1995,
author = {Talagrand, Michel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {sums of independent random variables; tail inequality; Hoeffding inequality},
language = {eng},
number = {4},
pages = {689-702},
publisher = {Gauthier-Villars},
title = {The missing factor in Hoeffding's inequalities},
url = {http://eudml.org/doc/77525},
volume = {31},
year = {1995},
}

TY - JOUR
AU - Talagrand, Michel
TI - The missing factor in Hoeffding's inequalities
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1995
PB - Gauthier-Villars
VL - 31
IS - 4
SP - 689
EP - 702
LA - eng
KW - sums of independent random variables; tail inequality; Hoeffding inequality
UR - http://eudml.org/doc/77525
ER -

References

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  1. [B] G. Bennett, Probability inequalities for the sum of independent random variables, Amer. Stat. Assoc. J., 57, 1962, pp. 33-45. Zbl0104.11905
  2. [F] W. Feller, An introduction to Probability Theory and its applications, Vol. II (second edition), J. Wiley and Sons, 1971. Zbl0219.60003MR270403
  3. [H] W. Hoeffding, Probability inequalities for sums of bounded random variables, Amer. Stat. Assoc. J., 58, 1963, pp. 13-30. Zbl0127.10602MR144363
  4. [K-J] S. Kotz and N.L. Johnson, Encyclopedia of Statistical Sciences, Wiley, New York, 1982. Zbl0552.62001MR1044999
  5. [I-K] K. Ito and H.P. Mckean, Diffusion processes and their sample paths, 1974, Springer Verlag. Zbl0285.60063MR345224
  6. [N] S.V. Nagaev, Large deviations of sums of independent random variables, Ann. Probab., 7, 1977, pp. 745-789. Zbl0418.60033MR542129
  7. [P-U] I.S. Pinelis and S.A. Utev, Exact exponential bounds for sums of independent random variables, Theory Probab. Appl., 1990, pp. 340-345. Zbl0693.60036
  8. [P] Yu V. Prokhorov, An extremal problem in probability theory, Theory of Probability and its applications, 4, 1959, pp. 201-3. Zbl0093.15102MR121857

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