Some notes on moment inequalities for heavy-tailed distributions
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866914995925680128 |
|---|---|
| author | Buterus, Paul Sambale, Holger |
| author_facet | Buterus, Paul Sambale, Holger |
| contents | We investigate the relation between moments and tails of heavy-tailed (in particular, Pareto-type) distributions. We also discuss the sharpness of our results in a number of examples under certain regularity conditions like log-convexity. Moreover, we derive concentration bounds for polynomial chaos of any order $d$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2308_14410 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Some notes on moment inequalities for heavy-tailed distributions Buterus, Paul Sambale, Holger Probability Primary 60E15, 60F10, Secondary 46E30, 46N30 We investigate the relation between moments and tails of heavy-tailed (in particular, Pareto-type) distributions. We also discuss the sharpness of our results in a number of examples under certain regularity conditions like log-convexity. Moreover, we derive concentration bounds for polynomial chaos of any order $d$. |
| title | Some notes on moment inequalities for heavy-tailed distributions |
| topic | Probability Primary 60E15, 60F10, Secondary 46E30, 46N30 |
| url | https://arxiv.org/abs/2308.14410 |