Inequalities for functions of the sum of the indicators of events
Matematičeskie trudy, Tome 21 (2018) no. 1, pp. 193-200.

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
@article{MT_2018_21_1_a7,
     author = {A. S. Tarasenko},
     title = {Inequalities for functions of the sum of the indicators of events},
     journal = {Matemati\v{c}eskie trudy},
     pages = {193--200},
     publisher = {mathdoc},
     volume = {21},
     number = {1},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MT_2018_21_1_a7/}
}
TY  - JOUR
AU  - A. S. Tarasenko
TI  - Inequalities for functions of the sum of the indicators of events
JO  - Matematičeskie trudy
PY  - 2018
SP  - 193
EP  - 200
VL  - 21
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MT_2018_21_1_a7/
LA  - ru
ID  - MT_2018_21_1_a7
ER  - 
%0 Journal Article
%A A. S. Tarasenko
%T Inequalities for functions of the sum of the indicators of events
%J Matematičeskie trudy
%D 2018
%P 193-200
%V 21
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MT_2018_21_1_a7/
%G ru
%F MT_2018_21_1_a7
A. S. Tarasenko. Inequalities for functions of the sum of the indicators of events. Matematičeskie trudy, Tome 21 (2018) no. 1, pp. 193-200. http://geodesic.mathdoc.fr/item/MT_2018_21_1_a7/

[1] Borodin A. N., Ibragimov I. A., “Predelnye teoremy dlya funktsionalov ot sluchainykh bluzhdanii”, Tr. MIAN SSSR, 195, 1994, 3–285

[2] Lotov V. I., “Asimptoticheskie razlozheniya raspredeleniya vremeni prebyvaniya sluchainogo bluzhdaniya na poluosi”, Vetvyaschiesya protsessy, sluchainye bluzhdaniya i smezhnye voprosy, Sb. statei. Posvyaschaetsya pamyati chl.-korr. RAN B. A. Sevastyanova, Tr. MIRAN, 282, MAIK «Nauka/Interperiodika», M., 2013, 154–164

[3] Lotov V. I., Tarasenko A. S., “Ob asimptotike srednego vremeni prebyvaniya sluchainogo bluzhdaniya na poluosi”, Izv. RAN. Ser. matem., 79:3 (2015), 23–40 | DOI | MR | Zbl

[4] Spitser F., Printsipy sluchainogo bluzhdaniya, Mir, M., 1969

[5] Skorokhod A. V., Slobodenyuk N. P., Predelnye teoremy dlya sluchainykh bluzhdanii, Naukova dumka, Kiev, 1970 | MR

[6] Tarasenko A. S., “Neravenstva dlya vremeni prebyvaniya sluchainogo bluzhdaniya vyshe nekotoroi granitsy”, Sib. elektron. matem. izv., 13 (2016), 434–451 | Zbl

[7] Feller V., Vvedenie v teoriyu veroyatnostei i ee prilozheniya, v. 2, Mir, M., 1984 | MR

[8] Jordan C., Calculus of Finite Differences, AMS Chelsea Publishing Co., New York, 1950 | MR