Gaussian Approximation of Moments of Sums of Independent Random Variables

• Autorzy: Lis M.

Identyfikatory

DOI

10.4064/ba60-1-6

• Języki publikacji: EN

Abstrakty

EN

We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2≤p≤4 and present a combinatorial approach for even moments.

Słowa kluczowe

EN

Gaussian approximation; moments of random variables; sums of independent random variables

• Wydawca: Instytut Matematyczny PAN
• Czasopismo: Bulletin of the Polish Academy of Sciences. Mathematics
• Rocznik: 2012
• Tom: Vol. 60, no 1
• Strony: 77--90
• Opis fizyczny: Bibliogr. 2 poz.

Twórcy

autor

Lis M.

• University of Warsaw Banacha 2 02-097 Warszawa, Poland
• Department of Mathematics Vrije Universiteit Amsterdam De Boelelaan 1081-1083 1081HV Amsterdam, the Netherlands

Bibliografia

• [1] U. Haagerup, The best constants in the Khintchine inequality, Studia Math. 70 (1982), 231–283.
• [2] R. Latała, Gaussian approximation of moments of sums of independent symmetric random variables with logarithmically concave tails, in: High Dimensional Probability V: The Luminy Volume, Inst. Math. Statist. Collect. 5, Inst. Math. Statist., Beachwood, OH, 2009, 37–42.