# Tagged Questions

**1**

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**0**answers

127 views

### Upper bound on expectations of the sum of product of a martingale difference sequence with a predictable sequence, weighted by certain random weights

Let $(\mathcal{F}_i)_{i\geq 1}$ be a filtration. Let $0\leq p_i\leq 1$, be a random variable measurable w.r.t. $\mathcal{F}_i$. Consider two sequences of random vectors ...

**2**

votes

**1**answer

247 views

### Upper bound on the maxima of ratio of expectation of quantities under Gaussian measure

Let $\lambda,\eta >0$ be given, and $u:\mathbb{R}\rightarrow \mathbb{R}$ be a real valued function. Define
$$\Delta(u)= \frac{\int u(h) \exp(-\eta ...

**4**

votes

**3**answers

468 views

### Lower bound for Gaussian random vector with negative correlation

Let $X = (X_1,\ldots,X_n) \in \mathbb{R}^n$ be jointly Gaussian with mean $0$, covariance matrix: $Var(X_i) = 1$, $Cov(X_i, X_{i+1}) = -1/2$, and $Cov(X_i, X_j) = 0$ else.
Let $\zeta \in ...