Sharp Rosenthal-type inequalities for mixtures and log-concave variables
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2022
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| _version_ | 1866912203833081856 |
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| author | Chasapis, Giorgos Eskenazis, Alexandros Tkocz, Tomasz |
| author_facet | Chasapis, Giorgos Eskenazis, Alexandros Tkocz, Tomasz |
| contents | We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are individually constrained. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2203_04139 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Sharp Rosenthal-type inequalities for mixtures and log-concave variables Chasapis, Giorgos Eskenazis, Alexandros Tkocz, Tomasz Probability 60E15, 60G50, 26D15 We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are individually constrained. |
| title | Sharp Rosenthal-type inequalities for mixtures and log-concave variables |
| topic | Probability 60E15, 60G50, 26D15 |
| url | https://arxiv.org/abs/2203.04139 |