Moment inequalities for sums of certain independent symmetric random variables
Studia Mathematica, Tome 123 (1997) no. 1, pp. 15-42
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
This paper gives upper and lower bounds for moments of sums of independent random variables $(X_k)$ which satisfy the condition $P(|X|_k ≥ t) = exp(-N_k(t))$, where $N_k$ are concave functions. As a consequence we obtain precise information about the tail probabilities of linear combinations of independent random variables for which $N(t) = |t|^r$ for some fixed 0 r ≤ 1. This complements work of Gluskin and Kwapień who have done the same for convex functions N.
@article{10_4064_sm_123_1_15_42,
author = {P. Hitczenko and and },
title = {Moment inequalities for sums of certain independent symmetric random variables},
journal = {Studia Mathematica},
pages = {15--42},
publisher = {mathdoc},
volume = {123},
number = {1},
year = {1997},
doi = {10.4064/sm-123-1-15-42},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/sm-123-1-15-42/}
}
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P. Hitczenko; ; . Moment inequalities for sums of certain independent symmetric random variables. Studia Mathematica, Tome 123 (1997) no. 1, pp. 15-42. doi: 10.4064/sm-123-1-15-42
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