Reverse Hoeffding Inequalities The Next CEO of Stack OverflowIs there a discrete-time analogue of Doléans-Dade exponential?Generalization of Hoeffding InequalityOptimal Stopping TheoremAzuma inequality with probabilistic bound for the incrementsDoob's inequalities for not necessarily right-continuous martingalesHoeffding Inequality.Generalizing Doob's super-martingale inequalityApplication of Hoeffding inequalityHow to get the following upper and lower bounds of $E[sup_ngeq 0 M_n]$?A 'reverse' Hoeffding Inequality
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Reverse Hoeffding Inequalities
The Next CEO of Stack OverflowIs there a discrete-time analogue of Doléans-Dade exponential?Generalization of Hoeffding InequalityOptimal Stopping TheoremAzuma inequality with probabilistic bound for the incrementsDoob's inequalities for not necessarily right-continuous martingalesHoeffding Inequality.Generalizing Doob's super-martingale inequalityApplication of Hoeffding inequalityHow to get the following upper and lower bounds of $E[sup_ngeq 0 M_n]$?A 'reverse' Hoeffding Inequality
$begingroup$
Suppose that $X_t$ is a super-martingale, the Hoeffding inquality gives an exponential upper bound on the quatity
$$
mathbbPleft(
sup_0 leq tleq TX_t
geq x
right).
$$
When can a lower-bound be obtained; that is a function of $x$ and $t$ such that
$$
f(t,x)leq mathbbPleft(
sup_0 leq tleq T X_t
geq x
right)?
$$
probability probability-theory large-deviation-theory extreme-value-theorem
asked Mar 18 at 20:43
AIM_BLBAIM_BLB
2,5342820
$endgroup$
add a comment |
$begingroup$
Suppose that $X_t$ is a super-martingale, the Hoeffding inquality gives an exponential upper bound on the quatity
$$
mathbbPleft(
sup_0 leq tleq TX_t
geq x
right).
$$
When can a lower-bound be obtained; that is a function of $x$ and $t$ such that
$$
f(t,x)leq mathbbPleft(
sup_0 leq tleq T X_t
geq x
right)?
$$
probability probability-theory large-deviation-theory extreme-value-theorem
asked Mar 18 at 20:43
AIM_BLBAIM_BLB
2,5342820
$endgroup$
add a comment |
$begingroup$
Suppose that $X_t$ is a super-martingale, the Hoeffding inquality gives an exponential upper bound on the quatity
$$
mathbbPleft(
sup_0 leq tleq TX_t
geq x
right).
$$
When can a lower-bound be obtained; that is a function of $x$ and $t$ such that
$$
f(t,x)leq mathbbPleft(
sup_0 leq tleq T X_t
geq x
right)?
$$
probability probability-theory large-deviation-theory extreme-value-theorem
asked Mar 18 at 20:43
AIM_BLBAIM_BLB
2,5342820
$endgroup$
Suppose that $X_t$ is a super-martingale, the Hoeffding inquality gives an exponential upper bound on the quatity
$$
mathbbPleft(
sup_0 leq tleq TX_t
geq x
right).
$$
When can a lower-bound be obtained; that is a function of $x$ and $t$ such that
$$
f(t,x)leq mathbbPleft(
sup_0 leq tleq T X_t
geq x
right)?
$$
probability probability-theory large-deviation-theory extreme-value-theorem
probability probability-theory large-deviation-theory extreme-value-theorem
asked Mar 18 at 20:43
AIM_BLBAIM_BLB
2,5342820
asked Mar 18 at 20:43
AIM_BLBAIM_BLB
2,5342820
asked Mar 18 at 20:43
AIM_BLBAIM_BLB
2,5342820
asked Mar 18 at 20:43
AIM_BLBAIM_BLB
2,5342820
asked Mar 18 at 20:43
AIM_BLBAIM_BLB
2,5342820
2,5342820
add a comment |
add a comment |
0
active
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