Estimation of moments of sums of independent real random variables

成果类型:
Article
署名作者:
Latala, R
署名单位:
University of Warsaw
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
发表日期:
1997
页码:
1502-1513
关键词:
rademacher
摘要:
For the sum S = Sigma X-i of a sequence (X-i) of independent symmetric (or nonnegative) random variables, we give lower and upper estimates of moments of S. The estimates are exact, up to some universal constants, and extend the previous results for particular types of variables X-i.