Moments approach to the concentration properties of truncated variation
classification
🧮 math.PR
keywords
approachconcentrationmomentsprocessestruncatedvariationalternativecase
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In this paper we show an alternative approach to the concentration of truncated variation for stochastic processes on a real line. Our method is based on the moments control and can be used to generalize the results to the case of processes with heavy tails.
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