Moment inequalities for sums of products of independent random variables

Abstract

In this paper, we extend the Rosenthal-type moment inequalities for sums of products of independent random variables to a general case. The inequalities improve the corresponding ones in Gadidov [1998. Strong law of large numbers for multilinear forms. Ann. Probab. 26(2), 902-923].Sums of products Rosenthal type Moment inequality