ArticleOriginal scientific text

Title

Moment inequalities for sums of certain independent symmetric random variables

Authors 1, 2, 3

Affiliations

  1. Department of Mathematics, North Carolina State University, Raleigh, North Carolina 27695-8205, U.S.A.
  2. Department of Mathematics, University of Missouri-Columbia, Columbia, Missouri 65211, U.S.A.
  3. Institute of Mathematics, Warsaw University, Banacha 2, 02-097 Warszawa, Poland

Abstract

This paper gives upper and lower bounds for moments of sums of independent random variables (Xk) which satisfy the condition P(|X|kt)=exp(-Nk(t)), where Nk are concave functions. As a consequence we obtain precise information about the tail probabilities of linear combinations of independent random variables for which N(t)=|t|r for some fixed 0 < r ≤ 1. This complements work of Gluskin and Kwapień who have done the same for convex functions N.

Bibliography

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Pages:
15-42
Main language of publication
English
Received
1995-11-07
Accepted
1996-07-17
Published
1997
Exact and natural sciences