Estimation of moments of sums of independent real random variables

DOI10.1214/aop/1024404522zbMath0885.60011OpenAlexW2012362409MaRDI QIDQ1370236

Publication date: 1 April 1998

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1024404522

zbMATH Keywords

inequalities martingale differences Rosenthal's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Related Items

Measuring the magnitude of sums of independent random variables, An improvement of Hoffmann-Jørgensen's inequality., Sharp Khinchin-type inequalities for symmetric discrete uniform random variables, Nonlinear large deviations, Concentration of the collision estimator, Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces, Two-sided moment estimates for a class of nonnegative chaoses, Upper bounds on product and multiplier empirical processes, An improvement of a non-uniform bound for combinatorial central limit theorem, On the $L_p$ norm of the Rademacher projection and related inequalities, Central limit theorem for first-passage percolation time across thin cylinders, Uniformly accurate quantile bounds for sums of arbitrary independent random variables, Counting the zeros of an elephant random walk, On extremal distributions and sharp $L_p$-bounds for sums of multilinear forms, Sharp Rosenthal‐type inequalities for mixtures and log‐concave variables, Optimal moment conditions for complete convergence for maximal normed weighted sums from arrays of rowwise independent random elements in Banach spaces, Variations and extensions of the Gaussian concentration inequality, Part I, Random neural networks in the infinite width limit as Gaussian processes, On generic chaining and the smallest singular value of random matrices with heavy tails, Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails, Weak-type maximal function estimates on the infinite-dimensional torus, Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions, Unnamed Item, The top eigenvalue of the random Toeplitz matrix and the sine kernel, Maximal operators on the infinite-dimensional torus, Exact Rosenthal-type inequalities for $p=3$, and related results, Best constants in Rosenthal-type inequalities and the Kruglov operator, On the error bound in the normal approximation for Jack measures, Multifractal spectra for random self-similar measures via branching processes, Uniform bounds on the relative error in the approximation of upper quantiles for sums of arbitrary independent random variables, Asymptotic distribution of Bernoulli quadratic forms, Invertibility of sparse non-Hermitian matrices, Sparse recovery under weak moment assumptions, Series of independent random variables in rearrangement invariant spaces: an operator approach, Markov chains in smooth Banach spaces and Gromov-hyperbolic metric spaces, Quenched invariance principle for a class of random conductance models with long-range jumps, Non-asymptotic results for singular values of Gaussian matrix products, An introduction to large deviations for random graphs, Tail and moment estimates for a class of random chaoses of order two, Sharp and simple bounds for the raw moments of the binomial and Poisson distributions, Stochastic Load Balancing on Unrelated Machines, Optimal Re-centering Bounds, with Applications to Rosenthal-type Concentration of Measure Inequalities, The surface measure and cone measure on the sphere of ℓ_{𝑝}ⁿ, Fast and memory-optimal dimension reduction using Kac's walk, Sampling convex bodies: a random matrix approach

Cites Work