Contents
Preface
IX
Bounds on the non-convexity of ranges of vector measures with atoms
PIETER C. ALLAART
1
The class of Gaussian chaos of order two is closed by taking limits in
distribution
MIGUEL A. ARCONES
13
Two inequalities and some applications in connection with
p*
-mixing, a
survey
RICHARD C. BRADLEY
21
Variance inequalities for functions of multivariate random variables
WAN-YING CHANG AND DONALD ST. P. RICHARDS
43
A note on sums of independent random variables
PAWEL HITCZENKO AND STEPHEN MONTGOMERY-SMITH
69
Exponential integrability of diffusion processes
YAOZHONG Hu
75
Local dependencies in random fields via a Bonferroni-type inequality
ADAM JAKUBOWSKI AND JAN ROSINSKI
85
Pricing-differentials and bounds for lookback options, and prophet problems
in probability
ROBERT P. KERTZ
97
A correlation inequality for stable random vectors
ALEXANDER KOLDOBSKY
121
A note on the maximal inequalities for VC classes
RAFAL LATALA
125
Comparison of moments via Poincare-type inequality
KRZYSZTOF 0LESZKIEWICZ
135
Fractional sums and integrals of r-concave tails and applications to
comparison probability inequalities
lOSIF PINELIS
149
vii
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