Abstract
It was proved by Hoeffding in 1963 that a real random variable $X$ confined to $[a,b]$ satisfies $\mathbb{E} \, e^{X-\operatorname{\mathbb {E}} X} \le e^{(b-a)^2/8}$. We generalise this to complex random variables.
Citation
Mikhail Isaev. Brendan D. McKay. "On a bound of Hoeffding in the complex case." Electron. Commun. Probab. 21 1 - 7, 2016. https://doi.org/10.1214/16-ECP4372
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