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Autori principali: Deslandes, Clément, Houdré, Christian
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2401.03063
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author Deslandes, Clément
Houdré, Christian
author_facet Deslandes, Clément
Houdré, Christian
contents For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random variables. Frameworks and techniques vary from jackknives through semigroups and beyond. Some new applications are presented, recovering, in particular, all the known estimates on the variance of the length of the longest common subsequences of two random words.
format Preprint
id arxiv_https___arxiv_org_abs_2401_03063
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Variance Bounds: Some Old and Some New
Deslandes, Clément
Houdré, Christian
Probability
For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random variables. Frameworks and techniques vary from jackknives through semigroups and beyond. Some new applications are presented, recovering, in particular, all the known estimates on the variance of the length of the longest common subsequences of two random words.
title Variance Bounds: Some Old and Some New
topic Probability
url https://arxiv.org/abs/2401.03063