On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms
type: Item
instance of: scholarly article
title: On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms
zbMATH Open document ID: 1033.60019
author: Rustam Ibragimov
author: Sh. Sharakhmetov
author: Victor H. de la Peña
published in: The Annals of Probability
publication date: 2004-03-20T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60F25
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 1933026
zbMATH Keywords: sums of multilinear forms
zbMATH Keywords: Burkholder-Rosenthal-type and Khinchin-type inequalities
zbMATH Keywords: decoupling inequalities
zbMATH Keywords: extremal distributions
zbMATH Keywords: moving average processes
zbMATH Keywords: autocorrelation processes
zbMATH Keywords: nonlinear statistics
zbMATH Keywords: long-range dependence
zbMATH Keywords: stochastic Taylor expansion
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1048516531
OpenAlex ID: W2004205467
cites work: Q4269108
cites work: Distribution function inequalities for martingales
cites work: Decoupling and Khintchine's inequalities for \(U\)-statistics
cites work: Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
cites work: Decoupling and domination inequalities with application to Wald's identity for martingales
cites work: Extremal properties of Rademacher functions with applications to the Khintchine and Rosenthal inequalities
cites work: The best constants in the Khintchine inequality
cites work: Limit theorems for the infinite-degree \(U\)-process.
cites work: Best constants in martingale version of Rosenthal's inequality
cites work: On a domination of sums of random variables by sums of conditionally independent ones
cites work: On the Behavior of the Constant in a Decoupling Inequality for Martingales
cites work: Sharp inequality for randomly stopped sums of independent non-negative random variables
cites work: Limit theorems for functionals of moving averages
cites work: The best constant in the Rosenthal inequality for nonnegative random variables
cites work: О точной константе в неравенстве Розенталя
cites work: Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics
cites work: Exact estimates for moments of random bilinear forms
cites work: Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
cites work: Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics
cites work: Random multilinear forms
cites work: Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces
cites work: Q4004188
cites work: Estimation of moments of sums of independent real random variables
cites work: Inequalities: theory of majorization and its applications
cites work: Decoupling inequalities for multilinear forms in independent symmetric random variables
cites work: Q3359464
cites work: Некоторые уточнения вероятностных и моментных неравенств
cites work: Q4157733
cites work: The Khintchine inequalities and martingale expanding sphere of their action
cites work: Estimates of moments of infinite-dimensional martingales
cites work: Optimum bounds for the distributions of martingales in Banach spaces
cites work: Estimates of the Moments of Sums of Independent Random Variables
cites work: On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
cites work: Q4856166
cites work: On the Estimation of Moments of Sums of Independent Random Variables
cites work: Q4266577
cites work: Isoperimetry and integrability of the sum of independent Banach-space valued random variables
cites work: Q3702198
cites work: Sharp inequalities for the conditional square function of a martingale
cites work: Sharp Square-Function Inequalities for Conditionally Symmetric Martingales
DOI: 10.1214/AOP/1048516531
Recommended article: Q4207429
Recommended article: On Sharp Large Deviations for Sums of Random Vectors and Multidimensional Laplace Approximation
Recommended article: On the Closeness of Distributions of Multilinear Forms
Recommended article: Q3362468
Recommended article: Q4282398
Recommended article: Sharp bounds on \(p\)-norms for sums of independent uniform random variables, \(0 < p < 1\)
Recommended article: Functional limit theorems for random multilinear forms
Recommended article: Sharp estimate on the supremum of a class of sums of small i.i.d. random variables
description: scientific article; zbMATH DE number 1933026