38 citations · 39 across the 2 of their papers we have counts for
4 papers
Toward the best constant factor for the Rademacher-Gaussian tail comparison
Iosif Pinelis
Let S_n:=a_1\vp_1+...+a_n\vp_n, where \vp_1,...,\vp_n are independent Rademacher random variables (r.v.'s) and a_1,...,a_n are any real numbers such that a_1^2+...+a_n^2=1. Let Z b…
Exact inequalities for sums of asymmetric random variables, with applications
Iosif Pinelis
Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter . Let $m_*(p):=(1+p+2p^2…
Normal domination of (super)martingales
Iosif Pinelis
Let (S_0,S_1,...) be a supermartingale relative to a nondecreasing sequence of σ-algebras (H_{\le0},H_{\le1},...), with S_0\le0 almost surely (a.s.) and differences X_i:=S_i-S_{i-1…
Binomial upper bounds on generalized moments and tail probabilities of (super)martingales with differences bounded from above
Iosif Pinelis
Let be a supermartingale relative to a nondecreasing sequence of -algebras , with almost surely (a.s.) and differences $X_i:=S_i…