Tail and moment estimates for sums of independent random vectors with logarithmically concave tails
Latała, Rafał
Studia Mathematica, Tome 119 (1996), p. 301-304 / Harvested from The Polish Digital Mathematics Library

Let Xi be a sequence of independent symmetric real random variables with logarithmically concave tails. We consider a variable X=viXi, where vi are vectors of some Banach space. We derive approximate formulas for the tail and moments of ∥X∥. The estimates are exact up to some universal constant and they extend results of S. J. Dilworth and S. J. Montgomery-Smith [1] for the Rademacher sequence and E. D. Gluskin and S. Kwapień [2] for real coefficients.

Publié le : 1996-01-01
EUDML-ID : urn:eudml:doc:216280
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     author = {Rafa\l\ Lata\l a},
     title = {Tail and moment estimates for sums of independent random vectors with logarithmically concave tails},
     journal = {Studia Mathematica},
     volume = {119},
     year = {1996},
     pages = {301-304},
     zbl = {0847.60031},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-smv118i3p301bwm}
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Latała, Rafał. Tail and moment estimates for sums of independent random vectors with logarithmically concave tails. Studia Mathematica, Tome 119 (1996) pp. 301-304. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv118i3p301bwm/

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