Gaussian Approximation of Moments of Sums of Independent Random Variables

Marcin Lis

Bulletin of the Polish Academy of Sciences. Mathematics (2012)

  • Volume: 60, Issue: 1, page 77-90
  • ISSN: 0239-7269

Abstract

top
We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2 ≤ p ≤ 4 and present a combinatorial approach for even moments.

How to cite

top

Marcin Lis. "Gaussian Approximation of Moments of Sums of Independent Random Variables." Bulletin of the Polish Academy of Sciences. Mathematics 60.1 (2012): 77-90. <http://eudml.org/doc/281261>.

@article{MarcinLis2012,
abstract = {We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2 ≤ p ≤ 4 and present a combinatorial approach for even moments.},
author = {Marcin Lis},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
keywords = {Gaussian approximation; moments of random variables; sums of independent random variables},
language = {eng},
number = {1},
pages = {77-90},
title = {Gaussian Approximation of Moments of Sums of Independent Random Variables},
url = {http://eudml.org/doc/281261},
volume = {60},
year = {2012},
}

TY - JOUR
AU - Marcin Lis
TI - Gaussian Approximation of Moments of Sums of Independent Random Variables
JO - Bulletin of the Polish Academy of Sciences. Mathematics
PY - 2012
VL - 60
IS - 1
SP - 77
EP - 90
AB - We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2 ≤ p ≤ 4 and present a combinatorial approach for even moments.
LA - eng
KW - Gaussian approximation; moments of random variables; sums of independent random variables
UR - http://eudml.org/doc/281261
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.