Inequalities for Functions of the Sum of the Indicators of Events
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We obtain moment inequalities for the sum of the indicators of events and an upper estimate for a convex function of such a sum. Our results generalize inequalities that were obtained earlier for moment characteristics of the sojourn time of a random walk on a half-axis.
Keywordsmoment inequalities sum of indicators
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- 1.A. N. Borodin and I. A. Ibragimov, “Limit theorems for functionals of random walks,” TrudyMat. Inst. Steklov 195, 3 (1994) [Proc. Steklov Inst. Math. 195, 1 (1995)].Google Scholar