Exact Rosenthal-type bounds

DOI10.1214/14-AOP942zbMath1336.60033arXiv1304.4609OpenAlexW3103629380MaRDI QIDQ888535

Iosif Pinelis

Publication date: 30 October 2015

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.4609

zbMATH Keywords

infinitely divisible distributionscalculus of variationssums of independent random variablesprobability inequalitiesRosenthal inequalitybounds on momentsLévy characteristics

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15)

Related Items (9)

Upper bounds for superquantiles of martingales ⋮ Optimal-order bounds on the rate of convergence to normality in the multivariate delta method ⋮ Central limit theorems for additive functionals and fringe trees in tries ⋮ Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces ⋮ Maximal inequalities in noncommutative probability spaces ⋮ Sharp Rosenthal‐type inequalities for mixtures and log‐concave variables ⋮ Positive-part moments via characteristic functions, and more general expressions ⋮ On the extreme points of moments sets ⋮ Weighted inequalities for \(q\)-functions

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