Geodesic
Tail and moment estimates for sums of independent random variables with logarithmically concave tails
Studia Mathematica, Tome 114 (1995) no. 3, pp. 303-309

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

For random variables $S= ∑_{i=1}^{∞} α_{i} ξ_{i}$, where $(ξ_i)$ is a sequence of symmetric, independent, identically distributed random variables such that $ln P(|ξ_i| ≥ t)$ is a concave function we give estimates from above and from below for the tail and moments of S. The estimates are exact up to a constant depending only on the distribution of ξ. They extend results of S. J. Montgomery-Smith [MS], M. Ledoux and M. Talagrand [LT, Chapter 4.1] and P. Hitczenko [H] for the Rademacher sequence.
DOI : 10.4064/sm-114-3-303-309

E. D. Gluskin 1

1 
@article{10_4064_sm_114_3_303_309,
     author = {E. D. Gluskin},
     title = {Tail and moment estimates for sums of independent random variables with logarithmically concave tails},
     journal = {Studia Mathematica},
     pages = {303--309},
     publisher = {mathdoc},
     volume = {114},
     number = {3},
     year = {1995},
     doi = {10.4064/sm-114-3-303-309},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/sm-114-3-303-309/}
}
TY  - JOUR
AU  - E. D. Gluskin
TI  - Tail and moment estimates for sums of independent random variables with logarithmically concave tails
JO  - Studia Mathematica
PY  - 1995
SP  - 303
EP  - 309
VL  - 114
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/sm-114-3-303-309/
DO  - 10.4064/sm-114-3-303-309
LA  - en
ID  - 10_4064_sm_114_3_303_309
ER  - 
%0 Journal Article
%A E. D. Gluskin
%T Tail and moment estimates for sums of independent random variables with logarithmically concave tails
%J Studia Mathematica
%D 1995
%P 303-309
%V 114
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/sm-114-3-303-309/
%R 10.4064/sm-114-3-303-309
%G en
%F 10_4064_sm_114_3_303_309
E. D. Gluskin. Tail and moment estimates for sums of independent random variables with logarithmically concave tails. Studia Mathematica, Tome 114 (1995) no. 3, pp. 303-309. doi: 10.4064/sm-114-3-303-309

Cité par Sources :