dc.contributor.author Treilhard, John en dc.date 2014-07-03 23:31:55.967 dc.date.accessioned 2014-07-07T20:54:52Z dc.date.available 2014-07-07T20:54:52Z dc.date.issued 2014-07-07 dc.identifier.uri http://hdl.handle.net/1974/12270 dc.description Thesis (Master, Mathematics & Statistics) -- Queen's University, 2014-07-03 23:31:55.967 en dc.description.abstract We prove new abstract results concerning concentration inequalities and density estimates for Malliavin differentiable random variables. The efficacy of these results are demonstrated by practical computations, such as the calculation of novel concentration inequalities for $Z = \max_{1 \leq i \leq n} N_i - E\left[ \max_{1 \leq i \leq n} N_i \right]$ where the $\{N_i\}_{i=1, ..., n}$ are Normal random variables, and $\int_0^1 B_s^4 ds - \frac{3}{4H+1}$ where $\{B_s, s \in [0,1] \}$ is a fractional Brownian motion with Hurst parameter $H$, as well as the derivation of non-asymptotic confidence intervals for the Hurst parameter of a fractional Brownian motion. en dc.language.iso eng en dc.relation.ispartofseries Canadian theses en dc.rights This publication is made available by the authority of the copyright owner solely for the purpose of private study and research and may not be copied or reproduced except as permitted by the copyright laws without written authority from the copyright owner. en dc.subject concentration inequalities en dc.subject Malliavin calculus en dc.title On Malliavin Calculus and Concentration Inequalities en dc.type thesis en dc.description.degree M.Sc. en dc.contributor.supervisor Mansouri, Abdol-Reza en dc.contributor.department Mathematics and Statistics en dc.degree.grantor Queen's University at Kingston en
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