COMPARISON OF WEAK AND STRONG MOMENTS FOR VECTORS WITH INDEPENDENT COORDINATES

DOI10.1112/S0025579317000432MaRDI QIDQ4604497zbMATH OpenFDO

Authors Rafał Latała, Marta Strzelecka

Publication date 26 February 2018

Published in Mathematika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.02407

zbMATH Keywords

random variablesmomentlinear combinationindependent and identically distributedsupremaweakindependentstrong

Mathematics Subject Classification ID

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

Abstract: We show that for $pge1$, the $p$-th moment of suprema of linear combinations of independent centered random variables are comparable with the sum of the first moment and the weak $p$-th moment provided that $2q$-th and $q$-th integral moments of these variables are comparable for all $qge2$. The latest condition turns out to be necessary in the i.i.d. case.

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Cited in

(9)

• Norms of structured random matrices
• Estimates of norms of log-concave random matrices with dependent entries
• Weak and strong moments of random vectors
• Tail and moment estimates for a class of random chaoses of order two
• Bounding suprema of canonical processes via convex hull
• Chevet-type inequalities for subexponential Weibull variables and estimates for norms of random matrices
• Norms of randomized circulant matrices
• Two-sided estimates for order statistics of log-concave random vectors
• Operator \(\ell_p \rightarrow \ell_q\) norms of random matrices with iid entries

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