On a bound of hoeffding in the complex case

Mikhail Isaev, Brendan Damien McKay

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1 Citation (Scopus)

Abstract

It was proved by Hoeffding in 1963 that a real random variable X confined to [a, b]. satisfies EeX-EX≤ e(b-a)2/8. We generalise this to complex random variables.

Original languageEnglish
Article number14
Number of pages7
JournalElectronic Communications in Probability
Volume21
DOIs
Publication statusPublished - 2016
Externally publishedYes

Keywords

  • Bound
  • Complex random variable
  • Diameter
  • Exponential function
  • Hoeffding

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