Estimates of the Moments of Sums of Independent Random Variables

DOI10.1137/1129075MaRDI QIDQ3681643zbMATH OpenOpenAlexFDO

Authors Iosif Pinelis, S. A. Utev

Publication date 1985

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1129075

Mathematics Subject Classification ID

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

Cited in

(29)

• Asymptotics of absolute moments of sums of a random number of independent random variables
• On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms
• The best constant in the Rosenthal inequality for nonnegative random variables
• Optimum bounds on moments of sums of independent random vectors
• A note on moment inequality for quadratic forms
• Noncommutative Bennett and Rosenthal inequalities
• Exact Rosenthal-type inequalities for \(p=3\), and related results
• Optimal constants in the Rosenthal inequality for random variables with zero odd moments
• Improved bounds on Bell numbers and on moments of sums of random variables
• scientific article; zbMATH DE number 5836300 (Why is no real title available?)
• Extremal properties of Rademacher functions with applications to the Khintchine and Rosenthal inequalities
• Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces
• scientific article; zbMATH DE number 4161769 (Why is no real title available?)
• scientific article; zbMATH DE number 4094511 (Why is no real title available?)
• On moments of polynomials
• Berry-Esseen bounds in the entropic central limit theorem
• Estimating the reduced moments of a random measure
• scientific article; zbMATH DE number 579155 (Why is no real title available?)
• scientific article; zbMATH DE number 1014176 (Why is no real title available?)
• scientific article; zbMATH DE number 4121119 (Why is no real title available?)
• scientific article; zbMATH DE number 1404542 (Why is no real title available?)
• Fooling Polytopes
• Moments of the scores
• Extremal configurations for moments of sums of independent positive random variables
• Sharp Rosenthal‐type inequalities for mixtures and log‐concave variables
• Uniformly accurate quantile bounds for sums of arbitrary independent random variables
• Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances
• Concentration and moment inequalities for sums of independent heavy-tailed random matrices
• Supremum of an even moment of sums of independent random variables

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