Moment inequalities connected with accompanying Poisson laws in Abelian groups (Q1415132)

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scientific article; zbMATH DE number 2012576
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Moment inequalities connected with accompanying Poisson laws in Abelian groups
scientific article; zbMATH DE number 2012576

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    Moment inequalities connected with accompanying Poisson laws in Abelian groups (English)
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    3 December 2003
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    Let \(X_i\) be independent random variables with respective distributions \(P_i\) taking values in a measurable Abelian group \(G\), \(S_n=X_1+\cdots +X_n\). The author obtains exact moment inequalities for some measurable functions of \(S_n\) via the analogous moments of the accompanying Poisson law, the generalized Poisson distribution with the Lévy measure \(\mu =P_1+\cdots +P_n\). The case where \(G\) is a Banach space is considered in detail. As an application, estimates of the expectation of some functionals of empirical processes are given.
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    independent random variables
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    accompanying Poisson law
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    empirical process
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