Description
Book SynopsisContains 15 articles based on invited talks given at an AMS Special Session on 'Stochastic Inequalities and Their Applications' held at Georgia Institute of Technology (Atlanta). This book includes articles that offer a comprehensive picture of this area of mathematical probability and statistics.
Table of ContentsBounds on the non-convexity of ranges of vector measures with atoms by P. C. Allaart The class of Gaussian chaos of order two is closed by taking limits in distribution by M. A. Arcones Two inequalities and some applications in connection with $\rho*$-mixing, a survey by R. C. Bradley Variance inequalities for functions of multivariate random variables by W.-Y. Chang and D. St. P. Richards A note on sums of independent random variables by P. Hitczenko and S. Montgomery-Smith Exponential integrability of diffusion processes by Y. Hu Local dependencies in random fields via a Bonferroni-type inequality by A. Jakubowski and J. Rosinski Pricing-differentials and bounds for lookback options, and prophet problems in probability by R. P. Kertz A correlation inequality for stable random vectors by A. Koldobsky A note on the maximal inequalities for VC classes by R. Latala Comparison of moments via Poincare-type inequality by K. Oleszkiewicz Fractional sums and integrals of $r$-concave tails and applications to comparison probability inequalities by I. Pinelis Product formula, tails and independence of multiple stable integrals by J. Rosinski and G. Samorodnitsky A domination inequality for martingale polynomials by J. Szulga A log-concavity proof for a Gaussian exponential bound by R. A. Vitale.
