2 citations · 5 across the 4 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2008★ 1 cited
Optimal L-bounds for submartingales
Lutz Mattner, Uwe Rösler
The optimal function satisfying $$ \mathbb{E} |\sum_{1}^n X_i | \ge f(\mathrbb{E}|X_1|,...,\mathbb{E}|X_n|) $$ for every martingale is sho…
math.PR2006★ 2 cited
Lower bounds for tails of sums of independent symmetric random variables
Lutz Mattner
The approach of Kleitman (1970) and Kanter (1976) to multivariate concentration function inequalities is generalized in order to obtain for deviation probabilities of sums of indep…