Tail and moment estimates for sums of independent random variables with logarithmically concave tails

DOI10.4064/SM-114-3-303-309MaRDI QIDQ4851867zbMATH OpenOpenAlexFDO

Authors Efim D. Gluskin, Stanislaw Kwapień

Publication date 20 November 1995

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/216194

zbMATH Keywords

logarithmically concave tailsRademacher sequencesums of symmetric i.i.d. random variablestail and moment estimates

Mathematics Subject Classification ID

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

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• Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order
• Log-concavity and log-convexity of moments of averages of i.i.d. random variables
• Tail and moment estimates for a class of random chaoses of order two
• Tail estimates for norms of sums of log-concave random vectors
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• Some notes on concentration for -subexponential random variables
• Sudakov minoration for products of radial-type log-concave measures
• Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions
• Chevet-type inequalities for subexponential Weibull variables and estimates for norms of random matrices
• Operator \(\ell_p \rightarrow \ell_q\) norms of random matrices with iid entries
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• Deviation inequalities for the spectral norm of structured random matrices
• Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables
• The LIL for \(U\)-statistics in Hilbert spaces

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