Moment Inequalities for Functions of Independent Random Variables

@misc{citeulike:2523550, abstract = {A general method for obtaining moment inequalities for functions of independent random variables is presented. It is a generalization of the entropy method which has been used to derive concentration inequalities for such functions [7], and is based on a generalized tensorization inequality due to Latala and Oleszkiewicz [25]. The new inequalities prove to be a versatile tool in a wide range of applications. We illustrate the power of the method by showing how it can be used to e\#ortlessly...}, author = {Olivier, Stephane B. }, citeulike-article-id = {2523550}, keywords = {diameter}, posted-at = {2008-03-13 04:02:59}, priority = {2}, title = {Moment Inequalities for Functions of Independent Random Variables}, url = {http://citeseer.ist.psu.edu/619381.html} }

TY - GEN ID - citeulike:2523550 L3 - citeulike-article-id:2523550 TI - Moment Inequalities for Functions of Independent Random Variables N2 - A general method for obtaining moment inequalities for functions of independent random variables is presented. It is a generalization of the entropy method which has been used to derive concentration inequalities for such functions [7], and is based on a generalized tensorization inequality due to Latala and Oleszkiewicz [25]. The new inequalities prove to be a versatile tool in a wide range of applications. We illustrate the power of the method by showing how it can be used to e#ortlessly... KW - diameter AU - Olivier, Stephane UR - http://citeseer.ist.psu.edu/619381.html ER -