Tail and moment estimates for sums of independent random variables with logarithmically concave tails
Gluskin, E. ; Kwapień, S.
Studia Mathematica, Tome 113 (1995), p. 303-309 / Harvested from The Polish Digital Mathematics Library
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For random variables S=∑i=1∞αiξi, where (ξi) is a sequence of symmetric, independent, identically distributed random variables such that lnP(|ξi|≥t) 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.

Publié le : 1995-01-01
EUDML-ID : urn:eudml:doc:216194 
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     title = {Tail and moment estimates for sums of independent random variables with logarithmically concave tails},
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     year = {1995},
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Gluskin, E.; Kwapień, S. Tail and moment estimates for sums of independent random variables with logarithmically concave tails. Studia Mathematica, Tome 113 (1995) pp. 303-309. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv114i3p303bwm/

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