5 research outputs found
Recommended from our members
The exact constant in the Rosenthal inequality for random variables with mean zero
Let be independent random variables with , and let In the present paper we prove that the exact constant in the Rosenthal inequality for is given by where the inner sum is taken over all natural and satisfying the conditions and . Moreover where is a Poisson random variable with parameter 1.Economic
Recommended from our members
On Extremal Distributions and Sharp L[sub]p-Bounds For Sums of Multilinear Forms.
In this paper we present a study of the problem of approximating the expectations of functions of statistics in independent and dependent random variables in terms of the expectations of functions of the component random variables. We present results providing sharp analogues of the Burkholder--Rosenthal inequalities and related estimates for the expectations of functions of sums of dependent nonnegative r.v.'s and conditionally symmetric martingale differences with bounded conditional moments as well as for sums of multilinear forms. Among others, we obtain the following sharp inequalities: for all nonnegative r.v.'s with , , , 1#x003C;t#x003C;2; for all nonnegative r.v.'s with , , , 1#x003C;t#x003C;2, 0#x003C;s\le t-1 or , 0#x003C;s\le 1, where is a Poisson random variable with parameter 1. As applications, new decoupling inequalities for sums of multilinear forms are presented and sharp Khintchine--Marcinkiewicz--Zygmund inequalities for generalized moving averages are obtained. The results can also be used in the study of a wide class of nonlinear statistics connected to problems of long-range dependence and in an econometric setup, in particular, in stabilization policy problems and in the study of properties of moving average and autocorrelation processes. The results are based on the iteration of a series of key lemmas that capture the essential extremal properties of the moments of the statistics involved.Economic
Построение меры по заданным проекциям
In the paper the general form of absolutely continuous with respect to the Lebesgue measure charges with
given projections together with an algorithm for the construction of such charges have been obtainedВ статье дан способ построения всех абсолютно непрерывных и дискретных зарядов (мер) с
заданными проекциям
Построение меры по заданным проекциям
In the paper the general form of absolutely continuous with respect to the Lebesgue measure charges with
given projections together with an algorithm for the construction of such charges have been obtainedВ статье дан способ построения всех абсолютно непрерывных и дискретных зарядов (мер) с
заданными проекциям