Comparison of moments for tangent sequences of random variables
type: Item
instance of: scholarly article
title: Comparison of moments for tangent sequences of random variables
zbMATH Open document ID: 0631.60003
DOI: 10.1007/BF00322019
publication date: 1988-01-01T00:00:00Z
review text: It is shown that for all tangent sequences \((d_ n)\) and \((e_ n)\) of nonnegative or conditionally symmetric random variables and for every function \(\Phi\) satisfying the growth condition \(\Phi\) (2x)\(\leq \alpha \Phi (x)\) the following inequality holds: \[ E \Phi (\sup _{n}| \sum ^{n}_{k=1}d_ k|)\leq cE \Phi (\sup _{n}| \sum ^{n}_{k=1}e_ k|). \] This generalizes results of J. Zinn and proves a conjecture of S. Kwapień and W. A. Woyczyński.
Mathematics Subject Classification ID: 60B05
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 4026419
zbMATH Keywords: tangent sequences
zbMATH Keywords: conditionally symmetric random variables
zbMATH Keywords: inequality
author: Paweł Hitczenko
MaRDI profile type: Publication
cites work: Distribution function inequalities for martingales
cites work: Q4693208
cites work: Dyadic approximation of double integrals with respect to symmetric stable processes
cites work: Q3687444
full work available at URL: https://doi.org/10.1007/bf00322019
OpenAlex ID: W2003123139
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4026419