Geodesic
Tail and moment estimates for sums of independent random vectors with logarithmically concave tails
Studia Mathematica, Tome 118 (1996) no. 3, pp. 301-304

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

Let $X_i$ be a sequence of independent symmetric real random variables with logarithmically concave tails. We consider a variable $X = ∑v_{i}X_{i}$, where $v_i$ are vectors of some Banach space. We derive approximate formulas for the tail and moments of ∥X∥. The estimates are exact up to some universal constant and they extend results of S. J. Dilworth and S. J. Montgomery-Smith [1] for the Rademacher sequence and E. D. Gluskin and S. Kwapień [2] for real coefficients.
DOI : 10.4064/sm-118-3-301-304

Rafał Latała 1

1 
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Rafał Latała. Tail and moment estimates for sums of independent random vectors with logarithmically concave tails. Studia Mathematica, Tome 118 (1996) no. 3, pp. 301-304. doi: 10.4064/sm-118-3-301-304

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