Robbins lemma

E1015499

Robbins lemma is a result in probability theory that provides a bound on the expected maximum of partial sums of independent random variables, named after mathematician Herbert Robbins.

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Robbins lemma canonical 2

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Statements (17)

Predicate Object
instanceOf lemma in probability theory ⓘ
mathematician ⓘ
appliesTo independent random variables ⓘ
concerns expected maximum of partial sums of independent random variables ⓘ
describes bound on the expected maximum of partial sums ⓘ
field probability theory ⓘ
probability theory ⓘ
hasUse analysis of random processes ⓘ
bounding tail behavior of sums of random variables ⓘ
deriving inequalities in probability ⓘ
knownFor Robbins lemma ⓘ
namedAfter American mathematician Herbert Robbins ⓘ
Herbert Robbins ⓘ
relatedTo concentration inequalities ⓘ
laws of large numbers ⓘ
martingale inequalities ⓘ
maximal inequalities in probability ⓘ

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Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Herbert Robbins → knownFor → Robbins lemma ⓘ
Herbert Robbins → knownFor → Robbins lemma ⓘ
subject linked to: Robbins lemma