On the exponential inequality for acceptable random variables

被引：17
|
作者：
Wang, Yuebao [1 ]
Li, Yawei [1 ]
Gao, Qingwu [2 ]
机构：
[1] Soochow Univ, Sch Math, Suzhou 215006, Peoples R China
[2] Nanjing Audit Univ, Sch Math & Stat, Nanjing 211815, Jiangsu, Peoples R China
来源：
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2011年
基金：
美国国家科学基金会;
关键词：
Acceptable random variables; Exponential inequality; Petrov-exponent; Widely acceptable random variables; STRICTLY STATIONARY;
D O I：
10.1186/1029-242X-2011-40
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we obtain some new exponential inequalities for partial sums and their finite maximum of acceptable random variables by the results of Sung et al. (J. Korean Stat. Soc., 40, 109-114, 2011) and in different ways from theirs. The inequalities we obtained improve the existing corresponding results and, in some sense, are optimal. In addition, we introduce some concepts and examples of widely acceptable random variables to extend our results mentioned above.
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页数：10
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