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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 4, Pages 767–773
DOI: https://doi.org/10.4213/tvp2078 (Mi tvp2078) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

Two-sided inequalities for Laplace transforms

A. M. Zubkov

Steklov Mathematical Institute, Russian Academy of Sciences
Full-text PDF (901 kB) Citations (2)
DOI: https://doi.org/10.4213/tvp2078
Abstract: Two-sided inequalities for Laplace transforms of nonnegative random variables and random vectors with nonnegative elements are obtained in terms of moments (i.e., in terms of derivatives of Laplace transforms at 0). The proofs are based on the connections between Laplace transforms, generating functions, and probabilities of the unions of events; inequalities for such probabilities are also used.
Keywords: nonnegative random variables, Laplace transforms.
Received: 02.02.1998
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 4, Pages 676–681
DOI: https://doi.org/10.1137/S0040585X97977197
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. M. Zubkov, “Two-sided inequalities for Laplace transforms”, Teor. Veroyatnost. i Primenen., 43:4 (1998), 767–773; Theory Probab. Appl., 43:4 (1999), 676–681
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 1999
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\issue 4
\pages 676--681
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  • https://www.mathnet.ru/eng/tvp/v43/i4/p767
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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