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Generalization and refinement of Khintchin's inequality

Authors :
Formica, M. R.
Ostrovsky, E.
Sirota, L.
Publication Year :
2021

Abstract

We derive the exponential as well as power decreasing tail estimations for normed sums of centered independent identical distributed (or not) random variables on the Khintchine's form. We consider arbitrary, in particular, non-Rademacher's variables and not only Lebesgue-Riesz rearrangement invariant norms for the random variables. We intend to calculate the value of correspondent limit.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2110.01996
Document Type :
Working Paper