Log-concavity and log-convexity of moments of averages of i.i.d. random variables

DOI10.4153/S0008439521000254MaRDI QIDQ5079409zbMATHOpenAlexFDO

Authors Philip Lamkin, Tomasz Tkocz

Publication date 27 May 2022

Published in Canadian Mathematical Bulletin (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.06439

zbMATH Keywords

log-concavitylog-convexitysums of independent random variablesmoment comparison

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Inequalities for sums, series and integrals (26D15) Combinatorial inequalities (05A20)

Abstract: We show that the sequence of moments of order less than 1 of averages of i.i.d. positive random variables is log-concave. For moments of order at least 1, we conjecture that the sequence is log-convex and show that this holds eventually for integer moments (after neglecting the first $p^2$ terms of the sequence).

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Cited in

(2)

• An ergodic theorem for constrained sequences of functions
• Moments of Unconditional Logarithmically Concave Vectors

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