Two-sided estimates for constants in the Marcinkiewicz inequalities (Q1037011)

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Two-sided estimates for constants in the Marcinkiewicz inequalities
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    Two-sided estimates for constants in the Marcinkiewicz inequalities (English)
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    13 November 2009
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    Sharp estimates for constants in the Marcinkiewicz inequalities are derived for symmetric independent random variables. The estimates of the left-hand and right-hand constants are roughly equivalent. Similar estimates for self-normalized sums and new comparative estimates of increasing for some symmetric polynomial are derived as well. The references contain 14 bibliographical hints: \textit{A. Kolmogoroff} [Math. Ann. 99, 309--319 (1928; JFM 54.0543.05) and Math. Ann. 102, 484--488 (1929; JFM 55.0296.02)], \textit{W. Hoeffding} [J. Am. Stat. Assoc. 58, 13--30 (1963; Zbl 0127.10602)], \textit{G. Bennett} [J. Am. Stat. Assoc. 57, 33--45 (1962; Zbl 0104.11905)], \textit{Dao Ha Fuk} and \textit{S. V. Nagaev} [Theory Probab. Appl. 16, 643-660 (1971); translation from Teor. Veroyatn. Primen. 16, 660--675 (1971; Zbl 0259.60024)], \textit{V. V. Petrov} [Sums of independent random variables. Berlin: Akademie-Verlag (1975; Zbl 0322.60043); Moskau: Verlag ``Nauka'' (1972; Zbl 0267.60055) and Limit theorems for the sums of independent random variables. (Russian). Moskva: ``Nauka'' (1987; Zbl 0621.60022) and Limit theorems of probability theory. Sequences of independent random variables. Oxford: Clarendon Press (1995; Zbl 0826.60001)], the author [Theory Probab. Appl. 41, No. 3, 542--548 (1996); translation from Teor. Veroyatn. Primen. 41, No. 3, 643--650 (1996; Zbl 0892.60054) and Zap. Nauchn. Semin. POMI 341, 115-123 (2007); translation in J. Math. Sci., New York 147, No. 4, 6912--6917 (2007; Zbl 1121.60014) and J. Math. Sci., New York 127, No. 1, 1717--1722 (2005); translation from Zap. Nauchn. Semin. POMI 294, 77--87 (2002; Zbl 1074.60032)], \textit{E. Giné}, \textit{F. Götze} and \textit{D. M. Mason} [Ann. Probab. 25, No. 3, 1514--1531 (1997; Zbl 0958.60023)], \textit{B.-Y. Jing}, \textit{Q.-M. Shao} and \textit{Q. Wang} [Ann. Probab. 31, No. 4, 2167--2215 (2003; Zbl 1051.60031)], \textit{M. Loeve} [Probability theory. 3rd edition. Princeton, N. J.-etc.: D. Van Nostrand Company, Inc. (1963; Zbl 0108.14202)] and the following references: the author [On the growth rate of moments of random sums, Publ. IRMA Lille, 44, No. 4, 1--8 (1997)], and \textit{S. N. Bernštejn} [Teoriya Veroyatnosteĭ, izd. 4-e, Gostekhizdat, M.-L., 1946 (Theory of Probability, 4th ed. -- in Russian)].
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    symmetric random variables
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    sums of independent random variables
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    Marcinkiewicz inequalities
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    sharp estimates for constants estimates of moments for sums
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