Probabilistic inequalities

Main Author: Anastassiou, George A., 1952-
Corporate Author: ebrary, Inc.
Format: Book
Language:English
Published: Hackensack, N.J. : World Scientific, c2010.
Series:Series on concrete and applicable mathematics ; v. 7
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10422583
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245 1 0 |a Probabilistic inequalities  |c George A. Anastassiou. 
260 |a Hackensack, N.J. :  |b World Scientific,  |c c2010. 
300 |a xii, 416 p. 
490 1 |a Series on concrete and applicable mathematics ;  |v v. 7 
504 |a Includes bibliographical references (p. 395-411) and index. 
505 0 |a 1. Introduction -- 2. Basic stochastic Ostrowski inequalities -- 3. Multidimensional Montgomery identities and Ostrowski type inequalities -- 4. General probabilistic inequalities -- 5. About Grothendieck inequalities -- 6. Basic optimal estimation of Csiszar's f-divergence -- 7. Approximation via representations of Csiszar's f-divergence -- 8. Sharp high degree estimation of Csiszar's f-divergence -- 9. Csiszar's f-divergence as a measure of dependence --10. Optimal estimation of discrete Csiszar f-divergence -- 11. About a general discrete measure of dependence -- 12. Hθolder-Like Csiszar's f-divergence inequalities -- 13. Csiszar's discrimination and Ostrowski inequalities via Euler-type and Fink identities -- 14. Taylor-Widder representations and Grθuss, Means, Ostrowski and Csiszar's inequalities -- 15. Representations of functions and Csiszar's f-divergence -- 16. About general moment theory -- 17. Extreme bounds on the average of a rounded off observation under a moment condition -- 18. Moment theory of random rounding rules subject to one moment condition -- 19. Moment theory on random rounding rules using two moment conditions -- 20. Prokhorov radius around zero using three moment constraints -- 21. Precise rates of Prokhorov convergence using three moment conditions -- 22. On Prokhorov convergence or probability measures to the unit under three moments -- 23. Geometric moment methods applied to optimal portfolio -- 24. Discrepancies between general integral means -- 25. Grθuss type inequalities using the Stieltjes integral -- 26. Chebyshev-Grθuss type and difference of integral means inequalities using the Stieltjes integral -- 27. An expansion formula -- 28. Integration by parts on the multidimensional domain -- Bibliography -- List of symbols. 
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