Ebook: Probability Inequalities in Multivariate Distributions

The area of probability inequalities in multivariate distributions is certainly not new. However, it has experienced a remarkable growth and development during the past two decades or so. Today the subject plays an important role in many areas of statistics and probability, and it presents a very challenging and attractive field of research. On the one hand the theory is beautiful and elegant, and on the other hand the applications of the inequalities seem unlimited. I developed my own interest in this area more than ten years ago as a “user” of inequalities. Later I found the theory extremely fascinating in itself. Consequently, I felt the need for a comprehensive treatment of probability inequalities that would make them easily accessible. It is my hope that this book will serve that purpose.