An Annotated Bibliography of Selected References on Maximal Inequalities and Their Applications.

Abstract

This report provides an annotated bibliography of selected papers, new and old, which we regard as useful to current inquiry into maximal inequalities and their applications. Maximal inequalities are inequalities placing upper bounds on either the moments or the exceedance probabilities relative to the maximum consecutive sum -from 1 to k of x sub i, 1 < or = k < or = n, over a sequence of random variables X sub 1...X sub n. The bibliography of papers is prefaced by a brief introduction to maximal inequalties and their applications. Various classical results are cited.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1976
Accession Number
ADA042681

Entities

People

  • Mike Longnecker
  • Robert Serfling

Organizations

  • Florida State University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Bibliographies
  • Convergence
  • Distribution Functions
  • New York
  • Numbers
  • Probability
  • Random Variables
  • Random Walk
  • Real Numbers
  • Sampling
  • Sequences
  • Statistical Sampling
  • Statistics
  • Stochastic Processes
  • Theorems
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Library and Information Science
  • Statistical inference.