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arXiv:1603.00613 [math.PR]AbstractReferencesReviewsResources

On a bound of Hoeffding in the complex case

Mikhail Isaev, Brendan D. Mckay

Published 2016-03-02Version 1

It was proved by Hoeffding in 1963 that a real random variable X confined to [a, b] satisfies E e^(X--E X) $\le$ e^((b--a)^2/8). We generalise this to complex random variables.

Comments: Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2016
Categories: math.PR
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