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

@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 -