Estimation of moments of sums of independent real random variables
Open Access
- 1 July 1997
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 25 (3) , 1502-1513
- https://doi.org/10.1214/aop/1024404522
Abstract
For the sum $S = \sum X_i$ of a sequence $(X_i)$ of independent symmetric (or nonnegative) random variables, we give lower and upper estimates of moments of $S$. The estimates are exact, up to some universal constants, and extend the previous results for particular types of variables $X_i$.
Keywords
This publication has 8 references indexed in Scilit:
- Tail and moment estimates for sums of independent random variables with logarithmically concave tailsStudia Mathematica, 1995
- Optimum Bounds for the Distributions of Martingales in Banach SpacesThe Annals of Probability, 1994
- On the Rademacher SeriesPublished by Springer Nature ,1994
- Domination inequality for martingale transforms of a Rademacher sequenceIsrael Journal of Mathematics, 1993
- Probability in Banach SpacesPublished by Springer Nature ,1991
- The Distribution of Rademacher SumsProceedings of the American Mathematical Society, 1990
- Large deviations of sums of independent random variablesActa Arithmetica, 1987
- Best Constants in Moment Inequalities for Linear Combinations of Independent and Exchangeable Random VariablesThe Annals of Probability, 1985