A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements

We obtain a new generalization of Chebyshev’s inequality for random vectors. Then we extend this result to random elements taking values in a separable Hilbert space.

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Year of publication:	2014
Authors:	Budny, Katarzyna
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 88.2014, C, p. 62-65
Publisher:	Elsevier
Subject:	Chebyshev’s inequality \| Random vector \| Hilbert-space-valued random elements

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010752959