Tail and moment estimates for sums of independent random vectors with logarithmically concave tails

Latała, Rafał. "Tail and moment estimates for sums of independent random vectors with logarithmically concave tails." Studia Mathematica 118.3 (1996): 301-304. <http://eudml.org/doc/216280>.

@article{Latała1996,
abstract = {Let $X_i$ be a sequence of independent symmetric real random variables with logarithmically concave tails. We consider a variable $X = ∑v_\{i\}X_\{i\}$, where $v_i$ 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.},
author = {Latała, Rafał},
journal = {Studia Mathematica},
keywords = {tail and moment estimates; logarithmically concave tails; Rademacher sequence},
language = {eng},
number = {3},
pages = {301-304},
title = {Tail and moment estimates for sums of independent random vectors with logarithmically concave tails},
url = {http://eudml.org/doc/216280},
volume = {118},
year = {1996},
}

TY - JOUR
AU - Latała, Rafał
TI - Tail and moment estimates for sums of independent random vectors with logarithmically concave tails
JO - Studia Mathematica
PY - 1996
VL - 118
IS - 3
SP - 301
EP - 304
AB - Let $X_i$ be a sequence of independent symmetric real random variables with logarithmically concave tails. We consider a variable $X = ∑v_{i}X_{i}$, where $v_i$ 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.
LA - eng
KW - tail and moment estimates; logarithmically concave tails; Rademacher sequence
UR - http://eudml.org/doc/216280
ER -