Gaussian approximation of moments of sums of independent symmetric random variables with logarithmically concave tails

DOI10.1214/09-IMSCOLL503MaRDI QIDQ2900946zbMATH OpenFDO

Authors Rafał Latała

Publication date 26 July 2012

Published in Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.0372, https://projecteuclid.org/euclid.imsc/1265119259

zbMATH Keywords

momentsGaussian approximationlogarithmically concave tailssums of independent random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

Abstract: We study how well moments of sums of independent symmetric random variables with logarithmically concave tails may be approximated by moments of Gaussian random variables.

Cited in

(1)

• scientific article; zbMATH DE number 6177989 (Why is no real title available?)

This page was built for publication: Gaussian approximation of moments of sums of independent symmetric random variables with logarithmically concave tails

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2900946)