ArticleOriginal scientific text
Title
Tail and moment estimates for sums of independent random variables with logarithmically concave tails
Authors 1, 2
Affiliations
- The Raymond and Beverely Sackler, Faculty of Exact Sciences, Tel Aviv University, Ramat Aviv, 69-978 Tel Aviv, Israel
- Institute of Mathematics, Warsaw University, Banacha 2, 02-097 Warszawa, Poland
Abstract
For random variables , where is a sequence of symmetric, independent, identically distributed random variables such that is a concave function we give estimates from above and from below for the tail and moments of S. The estimates are exact up to a constant depending only on the distribution of ξ. They extend results of S. J. Montgomery-Smith [MS], M. Ledoux and M. Talagrand [LT, Chapter 4.1] and P. Hitczenko [H] for the Rademacher sequence.
Bibliography
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