Moment Inequalities for Order Statistics with Applications to Characterizations of Distributions.
Moment inequalities for sums of certain independent symmetric random variables
This paper gives upper and lower bounds for moments of sums of independent random variables which satisfy the condition , where are concave functions. As a consequence we obtain precise information about the tail probabilities of linear combinations of independent random variables for which for some fixed 0 < r ≤ 1. This complements work of Gluskin and Kwapień who have done the same for convex functions N.
Moment Inequality for the Martingale Square Function
Consider the sequence of positive numbers defined by C₁ = 1 and , n = 1,2,.... Let M be a real-valued martingale and let S(M) denote its square function. We establish the bound |Mₙ|≤ Cₙ Sₙ(M), n=1,2,..., and show that for each n, the constant Cₙ is the best possible.
Moment inequality for -mixing sequences and its applications.
Moment Lyapunov exponent of delay differential equations.
Moment matrix of self-similar measures.
Moment measures of heavy-tailed renewal point processes: asymptotics and applications
We study higher-order moment measures of heavy-tailed renewal models, including a renewal point process with heavy-tailed inter-renewal distribution and its continuous analog, the occupation measure of a heavy-tailed Lévy subordinator. Our results reveal that the asymptotic structure of such moment measures are given by explicit power-law density functions. The same power-law densities appear naturally as cumulant measures of certain Poisson and Gaussian stochastic integrals. This correspondence...
Moments inequalities of a random variable defined over a finite interval.
Moments of an amplitude process in a random walk and approximations : computations and applications
Moments of characteristic polynomials enumerate two-rowed lexicographic arrays.
Moments of gamma type and the Brownian supremum process area.
Moments of last exit times for Lévy processes
Moments of measure orthogonalizing the 2-dimensional Chebyshev polynomials
We calculate the moments of the measure orthogonalizing the 2-dimensional Chebyshev polynomials introduced by Koornwinder.
Moments of order statistics
Moments of passage times for Lévy processes
Moments of probability measures on a group.
Moments of some random functionals
The paper deals with nonnegative stochastic processes X(t,ω)(t ≤ 0) not identically zero with stationary and independent increments right-continuous sample functions and fulfilling the initial condition X(0,ω)=0. The main aim is to study the moments of the random functionals for a wide class of functions f. In particular a characterization of deterministic processes in terms of the exponential moments of these functionals is established.
Moments of stochastic processes governed by Poisson random measures
Monogenicity of probability measures based on measurable sets invariant under finite groups of transformations
Monotone approximation of energy functionals for mappings into metric spaces, I.