Inequalities and Extremal Problems in Probability and Statistics

Iosif Pinelis is Professor in the Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan, USA. Victor de la Peña is Professor at the Department of Statistics, Columbia University, USA. Rustam Ibragimov is Professor of Finance and Econometrics at Imperial College Business School, UK. Adam Osekowski is Associate Professor at the Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Poland. Irina Shevtsova is Associate Professor at Moscow State University, and Senior Researcher at the Institute of Informatics Problems of the Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, Russia.

• 1. Method of moments and sharp inequalities for martingales2. On a class of optimal stopping problems of nonintegral type3. On the absolute constants in Nagaev - Bikelis-type inequalities4. On the nonuniform Berry - Esseen-type bound5. On the Berry - Esseen bound for the Student statistic6. Sharp probability inequalities for random polynomials, generalized sample cross-moments and studentized processes

"This volume presents six articles on important inequalities in probability and statistics, and related extremal problems. These include uniform and non-uniform Berry-Esseen bounds and inequalities for martingales, random polynomials and generalized cross-moments. Each of these articles presents the state of the art in the relevant area, together with some new techniques, results or applications." --zbMATH Open