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The Proof of Theorems 8.3, 8.5 and Example 8.7

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Book cover On the Estimation of Multiple Random Integrals and U-Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 2079))

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Abstract

In this chapter we prove the estimates on the distribution of a multiple Wiener–Itô integral or degenerate U-statistic formulated in Theorems 8.5 and 8.3, and also present the proof of Example 8.7. Beside this, we prove a multivariate version of Hoeffding’s inequality (Theorem 3.4).

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References

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Authors and Affiliations

  1. Alfréd Rényi Mathematical Institute, Hungarian Academy of Sciences, Budapest, Hungary

    Péter Major

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  1. Péter Major
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Major, P. (2013). The Proof of Theorems 8.3, 8.5 and Example 8.7. In: On the Estimation of Multiple Random Integrals and U-Statistics. Lecture Notes in Mathematics, vol 2079. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37617-7_13

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