Estimation of moments of sums of independent real random variables (Q1370236)

From MaRDI portal
Revision as of 18:33, 27 May 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Estimation of moments of sums of independent real random variables
scientific article

    Statements

    Estimation of moments of sums of independent real random variables (English)
    0 references
    0 references
    1 April 1998
    0 references
    Many authors, such as Marcinkiewicz and Zygmund, Burkholder, Rosenthal, have devoted themselves (i.a.) to finding inequalities for the moments of partial sums of independent random variables or martingale differences etc. The present paper proves some new inequalities for sums of independent, symmetric random variables, where the upper and lower bounds are expressed in terms of a special Orlicz norm. As a corollary it follows that the best upper constants \(C_p\) in Rosenthal's inequality are of the order \(p/ \ln p\).
    0 references
    inequalities
    0 references
    martingale differences
    0 references
    Rosenthal's inequality
    0 references
    0 references

    Identifiers