Moment Inequalities Related to One or Two Variables

Lin, Zhengyan; Bai, Zhidong

doi:10.1007/978-3-642-05261-3_8

Zhengyan Lin⁴ &
Zhidong Bai^5,6

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Abstract

In this chapter, we shall introduce some important moment inequalities, such as Hölder, Cauchy-Schwarz and Jensen inequalities. These inequalities not only frequently used in research works, but also help to embedding random variables into some linear spaces so that many probabilistic problems can be understood and analyzed geometrically.

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Authors and Affiliations

Department of Mathematics, Zhejiang University, China
Zhengyan Lin
School of Mathematics and Statistics, Northeast Normal University, China
Zhidong Bai
Department of Statistics and Applied Probabilty, National University of Singapore, Singapore
Zhidong Bai

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Zhengyan Lin
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Zhidong Bai
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Lin, Z., Bai, Z. (2010). Moment Inequalities Related to One or Two Variables. In: Probability Inequalities. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-05261-3_8

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DOI: https://doi.org/10.1007/978-3-642-05261-3_8
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-05260-6
Online ISBN: 978-3-642-05261-3
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)

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