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20072023
most citedA New Generalization of Chebyshev Inequality for Random Vectors

50 citations · 159 across the 51 of their papers we have counts for

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9 papers · 1 filter

math.PR2020★ 1 cited

Uncertainty Inference with Applications to Control and Decision

Xinjia Chen

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a contro…

math.PR2015★ 1 cited

A Geometric Approach for Bounding Average Stopping Time

Xinjia Chen

We propose a geometric approach for bounding average stopping times for stopped random walks in discrete and continuous time. We consider stopping times in the hyperspace of time i…

math.PR2013★ 2 cited

An Urn Model Approach for Deriving Multivariate Generalized Hypergeometric Distributions

Xinjia Chen

We propose new generalized multivariate hypergeometric distributions, which extremely resemble the classical multivariate hypergeometric distributions. The proposed distributions a…

math.PR2013★ 6 cited

Concentration Inequalities for Bounded Random Vectors

Xinjia Chen

We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the…

math.PR2013★ 4 cited

A Likelihood Ratio Approach for Probabilistic Inequalities

Xinjia Chen

We propose a new approach for deriving probabilistic inequalities based on bounding likelihood ratios. We demonstrate that this approach is more general and powerful than the class…

math.PR2012★ 5 cited

New Optional Stopping Theorems and Maximal Inequalities on Stochastic Processes

Xinjia Chen

In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of…