Further development of Qi-type integral inequality.
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab. 27 (1999) 537–564.
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, (1999) 537–564.
We prove a moderate deviation principle for Minkowski sums of i.i.d. random compact sets in a Banach space.
In the present paper, we establish the moderate and large deviations for the linear combinations of uniform order statistics. As applications, the moderate and large deviations for the -th order statistics from uniform distribution, Gini mean difference statistics and the -th order statistics from general continuous distribution are obtained.
In the present paper, we have established the complete convergence for weighted sums of pairwise independent random variables, from which the rate of convergence of moving average processes is deduced.
For stationary Gaussian processes, we obtain the necessary and sufficient conditions for Poincaré inequality and log-Sobolev inequality of process-level and provide the sharp constants. The extension to moving average processes is also presented, as well as several concrete examples.
In this paper, we consider the ratios of order statistics in samples from uniform distribution and establish strong and weak laws for these ratios.
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