Robbins lemma

E1015499

lemma in probability theory mathematician

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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All labels observed (1)

Label	Occurrences
Robbins lemma canonical	1

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 NERFINISHED ⓘ
namedAfter	American mathematician Herbert Robbins NERFINISHED ⓘ Herbert Robbins NERFINISHED ⓘ
relatedTo	concentration inequalities ⓘ laws of large numbers ⓘ martingale inequalities ⓘ maximal inequalities in probability ⓘ

Referenced by (1)

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

Herbert Robbins → knownFor → Robbins lemma ⓘ