文章基本信息

标题：On a bound of Hoeffding in the complex case
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作者：Mikhail Isaev ; Brendan D. McKay
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2016
卷号：21
DOI：10.1214/16-ECP4372
语种：English
出版社：Electronic Communications in Probability
摘要：It was proved by Hoeffding in 1963 that a real random variable $X$ confined to $[a,b]$ satisfies $\mathbb{E} \, e^{X-\operatorname{\mathbb {E}} X} \le e^{(b-a)^2/8}$. We generalise this to complex random variables.
关键词：complex random variable;exponential function;bound;diameter;Hoeffding