Inequalities for Functions of the Sum of the Indicators of Events

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Abstract

We obtain moment inequalities for the sum of the indicators of events and an upper estimate for a convex function of such a sum. Our results generalize inequalities that were obtained earlier for moment characteristics of the sojourn time of a random walk on a half-axis.

Original languageEnglish
Pages (from-to)303-308
Number of pages6
JournalSiberian Advances in Mathematics
Volume28
Issue number4
DOIs
Publication statusPublished - 1 Oct 2018

Keywords

  • moment inequalities
  • sum of indicators

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