Sharp Rosenthal-type inequalities for mixtures and log-concave variables


Change log
Authors
Chasapis, G 
Eskenazis, A 
Tkocz, T 
Abstract

jats:titleAbstract</jats:title>jats:pWe obtain Rosenthal‐type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremizers in log‐concave settings when the moments of summands are individually constrained.</jats:p>

Description

Funder: Trinity College, Cambridge

Keywords
4901 Applied Mathematics, 49 Mathematical Sciences, 4905 Statistics, 10 Reduced Inequalities
Journal Title
Bulletin of the London Mathematical Society
Conference Name
Journal ISSN
0024-6093
1469-2120
Volume Title
Publisher
Wiley
Sponsorship
Hellenic Foundation for Research and Innovation (HFRI‐FM17‐1733)
University of Crete (4725)
NSF (DMS‐1955175)