Optimum bounds on moments of sums of independent random vectors (Q1920139): Difference between revisions

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.