Moment inequalities connected with accompanying Poisson laws in Abelian groups (Q1415132)
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scientific article; zbMATH DE number 2012576
| Language | Label | Description | Also known as |
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| English | 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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0.86292374
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0.85962313
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0.85558677
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0.8544204
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0.8466132
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