Open Access
Translator Disclaimer
2015 Inequalities for sums of independent random variables in Lorentz spaces
Ghadir Sadeghi
Rocky Mountain J. Math. 45(5): 1631-1638 (2015). DOI: 10.1216/RMJ-2015-45-5-1631

Abstract

By using interpolation with a function parameter, we establish a moment inequality for sums of independent random variables in Lorentz spaces $\Lambda^p(\varphi)$. These estimates generalize Rosenthal inequalities in the Lorentz-Zygmund spaces $L^{p,q}(\log L)^{\gamma}$ as well as Lorentz spaces $L^{p,q}$.

Citation

Download Citation

Ghadir Sadeghi. "Inequalities for sums of independent random variables in Lorentz spaces." Rocky Mountain J. Math. 45 (5) 1631 - 1638, 2015. https://doi.org/10.1216/RMJ-2015-45-5-1631

Information

Published: 2015
First available in Project Euclid: 26 January 2016

zbMATH: 1342.46033
MathSciNet: MR3452231
Digital Object Identifier: 10.1216/RMJ-2015-45-5-1631

Subjects:
Primary: 46E30
Secondary: 60G50

Keywords: interpolation , Lorentz space , Random avriable , Rosenthal inequality

Rights: Copyright © 2015 Rocky Mountain Mathematics Consortium

JOURNAL ARTICLE
8 PAGES


SHARE
Vol.45 • No. 5 • 2015
Back to Top