On some families of AQSI random variables and related strong law of large numbers.
Matuła, Przemysław (2005)
Applied Mathematics E-Notes [electronic only]
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Displaying similar documents to “Generalized covariance inequalities”
On some families of AQSI random variables and related strong law of large numbers.
On some inequalities for beta and gamma functions via some classical inequalities.
Agarwal, R.P., Elezović, N., Pečarić, J. (2005)
Journal of Inequalities and Applications [electronic only]
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Multivariate Fréchet copulas and conditional value-at-risk.
Hürlimann, Werner (2004)
International Journal of Mathematics and Mathematical Sciences
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The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in
Jérôme Dedecker, Florence Merlevède (2007)
ESAIM: Probability and Statistics
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Considering the centered empirical distribution function as a variable in , we derive non asymptotic upper bounds for the deviation of the -norms of as well as central limit theorems for the empirical process indexed by the elements of generalized Sobolev balls. These results are valid for a large class of dependent sequences, including non-mixing processes and some dynamical systems.
On the constant in the nonuniform version of the Berry-Esseen theorem.
Neammanee, K. (2005)
International Journal of Mathematics and Mathematical Sciences
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Random variables, joint distribution functions, and copulas
Abe Sklar (1973)
Kybernetika
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Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
Martín Egozcue, Luis García, Wing-Keung Wong, Ričardas Zitikis (2011)
Open Mathematics
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We show that Grüss-type probabilistic inequalities for covariances can be considerably sharpened when the underlying random variables are quadrant dependent in expectation (QDE). The herein established covariance bounds not only sharpen the classical Grüss inequality but also improve upon recently derived Grüss-type bounds under the assumption of quadrant dependency (QD), which is stronger than QDE. We illustrate our general results with examples based on specially devised bivariate...
The asymptotic behavior of the average -discrepancies and a randomized discrepancy.
Steinerberger, Stefan (2010)
The Electronic Journal of Combinatorics [electronic only]
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Some strong limit theorems for weighted product sums of -mixing sequences of random variables.
Wu, Qunying, Jiang, Yuanying (2009)
Journal of Inequalities and Applications [electronic only]
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