Estimation of moments of sums of independent real random variables

Rafał Latała

Type: Article

Publication Date: 1997-07-01

Citations: 123

DOI: https://doi.org/10.1214/aop/1024404522

Abstract

For the sum $S = \sum X_i$ of a sequence $(X_i)$ of independent symmetric (or nonnegative) random variables, we give lower and upper estimates of moments of $S$. The estimates are exact, up to some universal constants, and extend the previous results for particular types of variables $X_i$.

Locations

The Annals of Probability - View - PDF

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