Exact estimates for moments of random bilinear forms (Q5937294)

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scientific article; zbMATH DE number 1618862
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Exact estimates for moments of random bilinear forms
scientific article; zbMATH DE number 1618862

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    Exact estimates for moments of random bilinear forms (English)
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    12 July 2001
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    The authors obtain analogues of the Rosenthal's inequalities for the expected values of ordinary and decoupled bilinear forms in symmetric random variables. More specifically, they get the infimum and the supremum of these objects in terms of the moments of their individual components. As a corollary, the authors obtain explicit expressions for the best constant in the analogues of the Rosenthal's inequality for ordinary and decoupled bilinear forms in identically distributed symmetric random variables in the case of a fixed number of random variables.
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    Rosenthal's inequalities
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    expected values of ordinary and decoupled bilinear forms
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