Absolute Estimates for Moments of Certain Boundary Functionals
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 350-357
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			Let $\xi_1,\xi_2,\dots$ be independent identically distributed random variables, $\mathbf{M}\xi_1\ge 0$, and let $\chi$ is the limiting value of the first jump over an infinite bound. In the paper, the estimates
$$
\mathbf{M}\chi^s\le A_1\frac{1}{s+1}\frac{\mathbf{M}|\xi_1|^{s+2}}{\mathbf{M}\xi^2_1},\qquad s\ge 0,
$$
are obtained.
			
            
            
            
          
        
      @article{TVP_1973_18_2_a10,
     author = {A. A. Mogul'skii},
     title = {Absolute {Estimates} for {Moments} of {Certain} {Boundary} {Functionals}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {350--357},
     publisher = {mathdoc},
     volume = {18},
     number = {2},
     year = {1973},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a10/}
}
                      
                      
                    A. A. Mogul'skii. Absolute Estimates for Moments of Certain Boundary Functionals. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 350-357. http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a10/
