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dc.contributor.authorTreilhard, Johnen
dc.date2014-07-03 23:31:55.967
dc.date.accessioned2014-07-07T20:54:52Z
dc.date.available2014-07-07T20:54:52Z
dc.date.issued2014-07-07
dc.identifier.urihttp://hdl.handle.net/1974/12270
dc.descriptionThesis (Master, Mathematics & Statistics) -- Queen's University, 2014-07-03 23:31:55.967en
dc.description.abstractWe 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.isoengen
dc.relation.ispartofseriesCanadian thesesen
dc.rightsThis 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.subjectconcentration inequalitiesen
dc.subjectMalliavin calculusen
dc.titleOn Malliavin Calculus and Concentration Inequalitiesen
dc.typethesisen
dc.description.degreeM.Sc.en
dc.contributor.supervisorMansouri, Abdol-Rezaen
dc.contributor.departmentMathematics and Statisticsen
dc.degree.grantorQueen's University at Kingstonen


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