K. Zajkowski

activity

20042021

most citedBounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables

11 citations · 29 across the 13 of their papers we have counts for

collaborators

Showing 2017 · math.PRShow all

2 papers · 2 filters

math.PR2017★ 8 cited

On norms in some class of exponential type Orlicz spaces of random variables

Krzysztof Zajkowski

A new characterization of the exponential type Orlicz spaces generated by the functions $exp (∣ x ∣^{p}) - 1$ ( $p \geq 1$ ) is given. We define norms for centered random variables belonging…

math.PR2017

On the Azuma inequality in spaces of subgaussian of rank $p$ random variables

Krzysztof Zajkowski

For $p > 1$ let a function $φ_{p} (x) = x^{2} /2$ if $∣ x ∣ \leq 1$ and $φ_{p} (x) = 1/ p ∣ x ∣^{p} - 1/ p + 1/2$ if $∣ x ∣ > 1$ . For a random variable $ξ$ let $τ_{φ_{p}} (ξ)$ denote $\inf\{c\ge 0 :\; \fora…

On norms in some class of exponential type Orlicz spaces of random variables

On the Azuma inequality in spaces of subgaussian of rank p random variables

On the Azuma inequality in spaces of subgaussian of rank $p$ random variables