Optimum bounds on moments of sums of independent random vectors (Q1920139): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| (2 intermediate revisions by one other user not shown) | |||
| Property / reviewed by | |||
| Property / reviewed by: Vazha Tarieladze / rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Vazha Tarieladze / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 05:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimum bounds on moments of sums of independent random vectors |
scientific article |
Statements
Optimum bounds on moments of sums of independent random vectors (English)
0 references
20 August 1996
0 references
Let \(S_n\) be the sum of \(n\) independent zero-mean random vectors \(X_1, \dots, X_n\) in a separable Banach space. It is shown that for all \(p>4\) and \(c\in[1,p]\), the inequality \[ |S_n |_p \leq 2c \biggl|\max_{k\leq n} |X_k|\biggr|_p+ \sqrt ce^{p/c} |S_n |_2 \] holds. A comparison with the corresponding results of H. P. Rosenthal, J. Hoffmann-Jørgensen and M. Talagrand is discussed.
0 references
Banach space
0 references
random vector
0 references
bounds of moments
0 references
