Optimum bounds on moments of sums of independent random vectors (Q1920139): Difference between revisions
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Latest revision as of 05:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Optimum bounds on moments of sums of independent random vectors |
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Optimum bounds on moments of sums of independent random vectors (English)
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20 August 1996
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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.
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Banach space
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random vector
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bounds of moments
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