Estimation of moments of sums of independent real random variables
Latała, Rafał
Ann. Probab., Tome 25 (1997) no. 4, p. 1502-1513 / Harvested from Project Euclid
For the sum $S = \sum X_i$ 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 $X_i$.
Publié le : 1997-07-14
Classification:  Estimation of moments,  sums of independent random variables,  Rosenthal inequality,  60E15,  60G50
@article{1024404522,
     author = {Lata\l a, Rafa\l },
     title = {Estimation of moments of sums of independent real random
 variables},
     journal = {Ann. Probab.},
     volume = {25},
     number = {4},
     year = {1997},
     pages = { 1502-1513},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1024404522}
}
Latała, Rafał. Estimation of moments of sums of independent real random
 variables. Ann. Probab., Tome 25 (1997) no. 4, pp.  1502-1513. http://gdmltest.u-ga.fr/item/1024404522/