On the Product of Random Variables and Moments of Sums Under Dependence
From MaRDI portal
Publication:2954043
DOI10.1007/978-3-319-40519-3_7zbMath1382.60041OpenAlexW2522672728MaRDI QIDQ2954043
Publication date: 11 January 2017
Published in: High Dimensional Probability VII (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-40519-3_7
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some aspects of modeling dependence in copula-based Markov chains
- On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences
- On moment conditions for normed sums of independent variables and martingale differences
- Moment inequalities for sums of dependent random variables under projective conditions
- An invariance principle for \(\phi\)-mixing sequences
- Limit theorems for sums of partial quotients of continued fractions
- Asymptotic normality of trimmed sums of \(\Phi\)-mixing random variables
- Moment bounds for associated sequences
- Limit theorems for mixing sequences without rate assumptions
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- A new maximal inequality and invariance principle for stationary sequences
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
- On the functional central limit theorem for stationary processes
- Strong invariance principles for dependent random variables
- A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
- The best constants in the Khintchine inequality
- The maximum term of uniformly mixing stationary processes
- Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables
- Some Limit Theorems for Stationary Processes
This page was built for publication: On the Product of Random Variables and Moments of Sums Under Dependence
