## de la Peña, Victor H.

Compute Distance To:
 Author ID: de-la-pena.victor-h Published as: de la Peña, Victor H.; de la Peña, Victor; De La Peña, Victor H.; De la Peña, Victor H.; De La Pena, Victor H.; de la Pena, Victor; De la Pena, Victor; de-la-Peña, Victor; de la Peña, Víctor; De la Peña, V. H. more...less
 Documents Indexed: 44 Publications since 1990, including 3 Books Co-Authors: 29 Co-Authors with 32 Joint Publications 591 Co-Co-Authors
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### Co-Authors

 12 single-authored 7 Klass, Michael J. 7 Lai, Tze Leung 5 Ibragimov, Rustam 3 Brown, Mark 3 McDonald, Patrick 3 Montgomery-Smith, Stephen J. 3 Sharakhmetov, Shaturgun 2 Gzyl, Henryk 2 Pang, Guodong 2 Sit, Tony 1 Alemayehu, Demissie 1 Chow, Yuan Shih 1 Cohen, Joel E. 1 Doukhan, Paul 1 Eisenbaum, Nathalie 1 Giné-Masdéu, Evarist 1 Godvindarajulu, Z. 1 Hernández-del-Valle, Gerardo 1 Jordan, Steve 1 Osękowski, Adam 1 Pacheco-González, Carlos Gabriel 1 Pinelis, Iosif Froimovich 1 Salhi, Yahia 1 Shao, Qi-Man 1 Shevtsova, Irina 1 Szulga, Jerzy 1 Teicher, Henry 1 Yang, Ming 1 Zamfirescu, Ingrid-Mona
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### Serials

 9 The Annals of Probability 4 Journal of Applied Probability 4 Statistics & Probability Letters 3 Proceedings of the American Mathematical Society 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Stochastic Processes and their Applications 1 Bulletin of the London Mathematical Society 1 Journal of Theoretical Probability 1 Communications in Statistics. Theory and Methods 1 Bulletin of the American Mathematical Society. New Series 1 Notices of the American Mathematical Society 1 Electronic Communications in Probability 1 Probability in the Engineering and Informational Sciences 1 The ANZIAM Journal 1 Probability Surveys 1 Probability and its Applications
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### Fields

 41 Probability theory and stochastic processes (60-XX) 14 Statistics (62-XX) 1 Sequences, series, summability (40-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Information and communication theory, circuits (94-XX)

### Citations contained in zbMATH Open

37 Publications have been cited 393 times in 315 Documents Cited by Year
Decoupling. From dependence to independence. Randomly stopped processes, $$U$$-statistics and processes, martingales and beyond. Zbl 0918.60021
de la Peña, Víctor; Giné, Evarist
1998
A general class of exponential inequalities for martingales and ratios. Zbl 0942.60004
de la Peña, Victor H.
1999
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
2009
Decoupling and Khintchine’s inequalities for $$U$$-statistics. Zbl 0761.60014
de la Peña, Victor H.
1992
Decoupling inequalities for the tail probabilities of multivariate $$U$$- statistics. Zbl 0827.60014
de la Peña, Victor H.; Montgomery-Smith, S. J.
1995
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. Zbl 1075.60014
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2004
Bounds on the tail probability of $$U$$-statistics and quadratic forms. Zbl 0822.60014
de la Peña, Victor H.; Montgomery-Smith, S. J.
1994
On extremal distributions and sharp $$L_p$$-bounds for sums of multilinear forms. Zbl 1033.60019
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
2003
Option bounds. Zbl 1104.91044
de la Peña, Victor H.; Ibragimov, Rustam; Jordan, Steve
2004
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2007
Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series. Zbl 1268.62050
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
2006
A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement. Zbl 0796.60020
de la Peña, Victor H.
1994
Moments of randomly stopped $$U$$-statistics. Zbl 0902.60037
de la Peña, Victor; Lai, Tze Leung
1997
Exponential Burkholder Davis Gundy inequalities. Zbl 0874.60074
de la Peña, Victor; Eisenbaum, Nathalie
1997
Bounds on the expectation of functions of martingales and sums of positive rv’s in terms of norms of sums of independent random variables. Zbl 0682.60032
De la Peña, Victor H.
1990
Wald’s equation for a class of denormalized $$U$$-statistics. Zbl 0784.60039
Chow, Y. S.; de la Peña, Victor H.; Teicher, H.
1993
Contraction and decoupling inequalities for multilinear forms and $$U$$-statistics. Zbl 0861.60008
De la Peña, V. H.; Montgomery-Smith, S. J.; Szulga, Jerzy
1994
Exponential inequalities for self-normalized processes with applications. Zbl 1189.60042
De La Peña, Victor H.; Pang, Guodong
2009
Wald’s equation and asymptotic bias of randomly stopped $$U$$-statistics. Zbl 0867.60025
de la Peña, Victor H.; Lai, Tze Leung
1997
A note on second moment of a randomly stopped sum of independent variables. Zbl 0761.62111
de la Peña, Victor H.; Godvindarajulu, Z.
1992
Order-of-magnitude bounds for expectations involving quadratic forms. Zbl 0810.60012
de la Peña, Victor H.; Klass, Michael J.
1994
On sharp Burkholder-Rosenthal-type inequalities for infinite-degree $$U$$-statistics. Zbl 1016.60019
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
2002
Taylor’s law, via ratios, for some distributions with infinite mean. Zbl 1400.60023
Brown, Mark; Cohen, Joel E.; De La Peña, Victor H.
2017
Theory and applications of multivariate self-normalized processes. Zbl 1190.60017
De la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2009
Moment bounds for self-normalized martingales. Zbl 0967.60052
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2000
Bounding the first passage time on an average. Zbl 1098.60041
de la Peña, Victor H.; Yang, Ming
2004
Decoupling and domination inequalities with application to Wald’s identity for martingales. Zbl 1008.60040
de la Peña, Victor H.; Zamfirescu, Ingrid-Mona
2002
Hitting time and inverse problems for Markov chains. Zbl 1209.60027
de la Peña, Victor; Gzyl, Henryk; McDonald, Patrick
2008
From boundary crossing of non-random functions to boundary crossing of stochastic processes. Zbl 1370.60072
Brown, Mark; de la Peña, Victor; Sit, Tony
2015
On Wald’s equation and first exit times for randomly stopped processes with independent increments. Zbl 0905.60004
de la Peña, Victor H.
1998
Inverse problems for random walks on trees: network tomography. Zbl 1255.60122
de la Pena, Victor; Gzyl, Henryk; McDonald, Patrick
2008
An integral equation for the distribution of the first exit time of a reflected Brownian motion. Zbl 1193.60052
de-la-Peña, Victor; Hernández-del-Valle, Gerardo; Pacheco-González, Carlos G.
2009
Sharp bounds on the $$L_ p$$ norm of a randomly stopped multilinear form with an application to Wald’s equation. Zbl 0783.60022
de la Peña, Victor H.
1992
Inequalities for tails of adapted processes with an application to Wald’s lemma. Zbl 0780.60018
de la Peña, Victor H.
1993
Correction to: A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement. Zbl 0830.60012
de la Peña, Victor H.
1995
Decoupling inequalities: A second generation of martingale inequalities. Zbl 1044.60504
de la Peña, Victor H.
1998
On an approach to boundary crossing by stochastic processes. Zbl 1375.60082
Brown, Mark; de la Peña, Victor H.; Klass, Michael J.; Sit, Tony
2016
Taylor’s law, via ratios, for some distributions with infinite mean. Zbl 1400.60023
Brown, Mark; Cohen, Joel E.; De La Peña, Victor H.
2017
On an approach to boundary crossing by stochastic processes. Zbl 1375.60082
Brown, Mark; de la Peña, Victor H.; Klass, Michael J.; Sit, Tony
2016
From boundary crossing of non-random functions to boundary crossing of stochastic processes. Zbl 1370.60072
Brown, Mark; de la Peña, Victor; Sit, Tony
2015
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
2009
Exponential inequalities for self-normalized processes with applications. Zbl 1189.60042
De La Peña, Victor H.; Pang, Guodong
2009
Theory and applications of multivariate self-normalized processes. Zbl 1190.60017
De la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2009
An integral equation for the distribution of the first exit time of a reflected Brownian motion. Zbl 1193.60052
de-la-Peña, Victor; Hernández-del-Valle, Gerardo; Pacheco-González, Carlos G.
2009
Hitting time and inverse problems for Markov chains. Zbl 1209.60027
de la Peña, Victor; Gzyl, Henryk; McDonald, Patrick
2008
Inverse problems for random walks on trees: network tomography. Zbl 1255.60122
de la Pena, Victor; Gzyl, Henryk; McDonald, Patrick
2008
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2007
Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series. Zbl 1268.62050
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
2006
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. Zbl 1075.60014
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2004
Option bounds. Zbl 1104.91044
de la Peña, Victor H.; Ibragimov, Rustam; Jordan, Steve
2004
Bounding the first passage time on an average. Zbl 1098.60041
de la Peña, Victor H.; Yang, Ming
2004
On extremal distributions and sharp $$L_p$$-bounds for sums of multilinear forms. Zbl 1033.60019
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
2003
On sharp Burkholder-Rosenthal-type inequalities for infinite-degree $$U$$-statistics. Zbl 1016.60019
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
2002
Decoupling and domination inequalities with application to Wald’s identity for martingales. Zbl 1008.60040
de la Peña, Victor H.; Zamfirescu, Ingrid-Mona
2002
Moment bounds for self-normalized martingales. Zbl 0967.60052
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
2000
A general class of exponential inequalities for martingales and ratios. Zbl 0942.60004
de la Peña, Victor H.
1999
Decoupling. From dependence to independence. Randomly stopped processes, $$U$$-statistics and processes, martingales and beyond. Zbl 0918.60021
de la Peña, Víctor; Giné, Evarist
1998
On Wald’s equation and first exit times for randomly stopped processes with independent increments. Zbl 0905.60004
de la Peña, Victor H.
1998
Decoupling inequalities: A second generation of martingale inequalities. Zbl 1044.60504
de la Peña, Victor H.
1998
Moments of randomly stopped $$U$$-statistics. Zbl 0902.60037
de la Peña, Victor; Lai, Tze Leung
1997
Exponential Burkholder Davis Gundy inequalities. Zbl 0874.60074
de la Peña, Victor; Eisenbaum, Nathalie
1997
Wald’s equation and asymptotic bias of randomly stopped $$U$$-statistics. Zbl 0867.60025
de la Peña, Victor H.; Lai, Tze Leung
1997
Decoupling inequalities for the tail probabilities of multivariate $$U$$- statistics. Zbl 0827.60014
de la Peña, Victor H.; Montgomery-Smith, S. J.
1995
Correction to: A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement. Zbl 0830.60012
de la Peña, Victor H.
1995
Bounds on the tail probability of $$U$$-statistics and quadratic forms. Zbl 0822.60014
de la Peña, Victor H.; Montgomery-Smith, S. J.
1994
A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement. Zbl 0796.60020
de la Peña, Victor H.
1994
Contraction and decoupling inequalities for multilinear forms and $$U$$-statistics. Zbl 0861.60008
De la Peña, V. H.; Montgomery-Smith, S. J.; Szulga, Jerzy
1994
Order-of-magnitude bounds for expectations involving quadratic forms. Zbl 0810.60012
de la Peña, Victor H.; Klass, Michael J.
1994
Wald’s equation for a class of denormalized $$U$$-statistics. Zbl 0784.60039
Chow, Y. S.; de la Peña, Victor H.; Teicher, H.
1993
Inequalities for tails of adapted processes with an application to Wald’s lemma. Zbl 0780.60018
de la Peña, Victor H.
1993
Decoupling and Khintchine’s inequalities for $$U$$-statistics. Zbl 0761.60014
de la Peña, Victor H.
1992
A note on second moment of a randomly stopped sum of independent variables. Zbl 0761.62111
de la Peña, Victor H.; Godvindarajulu, Z.
1992
Sharp bounds on the $$L_ p$$ norm of a randomly stopped multilinear form with an application to Wald’s equation. Zbl 0783.60022
de la Peña, Victor H.
1992
Bounds on the expectation of functions of martingales and sums of positive rv’s in terms of norms of sums of independent random variables. Zbl 0682.60032
De la Peña, Victor H.
1990
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### Cited by 437 Authors

 15 Giné-Masdéu, Evarist 13 de la Peña, Victor H. 13 Shao, Qi-Man 12 Fan, Xiequan 10 Adamczak, Radosław 8 Latała, Rafał 8 Mason, David M. 7 Liu, Quansheng 6 Grama, Ion G. 6 Ibragimov, Rustam 6 Klass, Michael J. 6 Kolchinskiĭ, Vladimir I’ich 6 Lai, Tze Leung 6 Peligrad, Magda 5 Arcones, Miguel A. 5 Bouzebda, Salim 5 Doukhan, Paul 5 Mendelson, Shahar 5 Miao, Yu 5 Wang, Qiying 4 Meller, Rafał 4 Nickl, Richard 4 Pinelis, Iosif Froimovich 4 Ramdas, Aaditya K. 4 Yang, Ming 3 Bercu, Bernard 3 Eichelsbacher, Peter 3 Fu, Ke’ang 3 Hu, Zhishui 3 Krahmer, Felix 3 Liu, Weidong 3 Lugosi, Gábor 3 Peña, Javier F. 3 Wu, Qunying 3 Wu, Wei Biao 3 Zhang, Cun-Hui 3 Zhang, Yong 3 Zuluaga, Luis Fernando 2 Alquier, Pierre 2 Astashkin, Sergeĭ Vladimir 2 Bousquet, Olivier 2 Bradic, Jelena 2 Brown, Mark 2 Carando, Daniel G. 2 Chan, Nigel H. N. 2 Chen, Shanshan 2 Chen, Xiaohong 2 Chernozhukov, Victor 2 Cohen, Joel E. 2 Coppini, Fabio 2 Csörgő, Miklós 2 Dedecker, Jérôme 2 Dmitrienko, Alexei 2 Efromovich, Sam 2 Einmahl, Uwe 2 Gadidov, Anda 2 Grant, James A. 2 Howard, Steven R. 2 Huang, Jian 2 Jiang, Yuanying 2 Kuelbs, James D. 2 Kuznetsov, Vitalii A. 2 Lin, Huazhen 2 Linton, Oliver Bruce 2 Maller, Ross Arthur 2 Maurer, Andreas 2 Mcauliffe, Jon D. 2 Merlevède, Florence 2 Mohri, Mehryar 2 Nemouchi, Boutheina 2 Phillips, Peter Charles Bonest 2 Reynaud-Bouret, Patricia 2 Rinaldo, Alessandro 2 Sekhon, Jasjeet S. 2 Sharakhmetov, Shaturgun 2 Sit, Tony 2 Strzelecki, Michał 2 Szechtman, Roberto 2 Vera, Juan-Carlos 2 Veraar, Mark C. 2 Vershynin, Roman 2 Waldén, Johan 2 Xu, Wenfei 2 Yaroslavtsev, Ivan S. 2 Yu, Yi 2 Zaitsev, Andrei Yu. 2 Zinn, Joel 1 Abundo, Mario 1 Albrecher, Hansjörg 1 Allen, Edward James 1 Alòs, Elisa 1 Alsmeyer, Gerold 1 Ango Nze, Patrick 1 Arcangeli, Remi 1 Ba, Demba Bocar 1 Bamberger, Stefan 1 Barbosa, Euro G. 1 Barrera, David 1 Barthe, Franck 1 Basak, Gopal Krishna ...and 337 more Authors
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### Cited in 96 Serials

 26 The Annals of Probability 26 The Annals of Statistics 24 Stochastic Processes and their Applications 19 Journal of Theoretical Probability 19 Bernoulli 14 Statistics & Probability Letters 12 Econometric Theory 8 Probability Theory and Related Fields 7 The Annals of Applied Probability 6 Communications in Statistics. Theory and Methods 6 Electronic Journal of Statistics 5 Journal of Applied Probability 5 Statistics 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Journal of Mathematical Analysis and Applications 4 Annals of the Institute of Statistical Mathematics 4 Journal of Multivariate Analysis 4 Proceedings of the American Mathematical Society 4 European Journal of Operational Research 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Journal of Functional Analysis 3 Journal of Statistical Planning and Inference 3 Transactions of the American Mathematical Society 3 Sequential Analysis 3 Neural Computation 3 Electronic Journal of Probability 3 Journal of Inequalities and Applications 3 Probability Surveys 3 Science China. Mathematics 2 Advances in Applied Probability 2 Communications in Mathematical Physics 2 Journal of Statistical Physics 2 Lithuanian Mathematical Journal 2 Machine Learning 2 Bulletin of the American Mathematical Society. New Series 2 Mathematical Methods of Statistics 2 Journal of Mathematical Sciences (New York) 2 Filomat 2 Probability in the Engineering and Informational Sciences 2 Foundations of Computational Mathematics 2 Annals of Finance 1 The American Statistician 1 Computers & Mathematics with Applications 1 Israel Journal of Mathematics 1 Mathematical Notes 1 Russian Mathematical Surveys 1 Scandinavian Journal of Statistics 1 Studia Mathematica 1 Fuzzy Sets and Systems 1 Journal of Econometrics 1 Journal of the London Mathematical Society. Second Series 1 Mathematica Slovaca 1 Numerische Mathematik 1 Insurance Mathematics & Economics 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistical Science 1 International Journal of Approximate Reasoning 1 Queueing Systems 1 Science in China. Series A 1 Economics Letters 1 Games and Economic Behavior 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Mathematical Programming. Series A. Series B 1 Test 1 Applied Mathematics. Series B (English Edition) 1 Statistical Papers 1 Statistica Sinica 1 Advances in Computational Mathematics 1 Annals of Mathematics and Artificial Intelligence 1 Electronic Communications in Probability 1 The Journal of Fourier Analysis and Applications 1 ELA. The Electronic Journal of Linear Algebra 1 Journal of Nonparametric Statistics 1 Acta Mathematica Sinica. English Series 1 Communications in Contemporary Mathematics 1 Brazilian Journal of Probability and Statistics 1 Quantitative Finance 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 Proceedings of the Steklov Institute of Mathematics 1 SIAM Journal on Imaging Sciences 1 Journal of Theoretical Biology 1 Journal of Mathematical Research with Applications 1 Stochastic Systems 1 Communications in Mathematics and Statistics 1 Dependence Modeling 1 International Journal of Advances in Applied Mathematics and Mechanics 1 Modern Stochastics. Theory and Applications 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 Journal of Siberian Federal University. Mathematics & Physics 1 Japanese Journal of Statistics and Data Science 1 Probability, Uncertainty and Quantitative Risk 1 SIAM Journal on Mathematics of Data Science 1 Sampling Theory, Signal Processing, and Data Analysis
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### Cited in 25 Fields

 236 Probability theory and stochastic processes (60-XX) 136 Statistics (62-XX) 18 Functional analysis (46-XX) 18 Computer science (68-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Numerical analysis (65-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 9 Operations research, mathematical programming (90-XX) 6 Measure and integration (28-XX) 6 Statistical mechanics, structure of matter (82-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Biology and other natural sciences (92-XX) 3 Combinatorics (05-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Convex and discrete geometry (52-XX) 2 History and biography (01-XX) 2 Real functions (26-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 Topological groups, Lie groups (22-XX) 1 Functions of a complex variable (30-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Systems theory; control (93-XX)