Moment inequalities for sums of certain independent symmetric random variables
Studia Mathematica, Tome 123 (1997) no. 1, pp. 15-42
Cet article a éte moissonné depuis 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},
year = {1997},
volume = {123},
number = {1},
doi = {10.4064/sm-123-1-15-42},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/sm-123-1-15-42/}
}
TY - JOUR AU - P. Hitczenko AU - AU - TI - Moment inequalities for sums of certain independent symmetric random variables JO - Studia Mathematica PY - 1997 SP - 15 EP - 42 VL - 123 IS - 1 UR - http://geodesic.mathdoc.fr/articles/10.4064/sm-123-1-15-42/ DO - 10.4064/sm-123-1-15-42 LA - en ID - 10_4064_sm_123_1_15_42 ER -
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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