- Tytuł:
- Moment inequalities for sums of certain independent symmetric random variables
- Autorzy:
-
Hitczenko, P.
Montgomery-Smith, S.
Oleszkiewicz, K. - Powiązania:
- https://bibliotekanauki.pl/articles/1220145.pdf
- Data publikacji:
- 1997
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Opis:
- 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.
- Źródło:
-
Studia Mathematica; 1997, 123, 1; 15-42
0039-3223 - Pojawia się w:
- Studia Mathematica
- Dostawca treści:
- Biblioteka Nauki
Artykuł