摘要：It was proved by Hoeffding in 1963 that a real random variable $X$ confined to $[a,b]$ satisfies $\mathbb{E} \, e^{X-\operatorname{\mathbb {E}} X} \le e^{(b-a)^2/8}$. We generalise this to complex random variables.
关键词：complex random variable;exponential function;bound;diameter;Hoeffding
