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Diskretnaya Matematika, 1995, Volume 7, Issue 3, Pages 33–47 (Mi dm586)  

Upper bounds for cumulants of the sum of multi-indexed random variables

A. B. Gorchakov
Abstract: For the $k$th semi-invariant $S_{k}(\xi )$ of the random variable \[ \xi =\sum_{i\in V} \xi _{i}, \] where $V$ is a subset of $\Z^{d}$, we obtain estimates of the form \[ |S_{k}(\xi )|\le (k!)^{1+\gamma } \Delta ^{-(k-2)},\qquad k=3,4,\ldots \] Here $\gamma \ge 0$, $\Delta \ge 1$ are positive variables depending on the rate of growth of the moments of the random variables $\xi _{i}$, $i\in V$, and on their dependence properties. Combined with the results of Lithuanian mathematicians [1], this result makes possible to prove both a normal limit theorem on large deviations and an estimate for a tail of the distribution of a generalized $U$-statistic.
Received: 19.03.1992
Revised: 12.09.1994
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. B. Gorchakov, “Upper bounds for cumulants of the sum of multi-indexed random variables”, Diskr. Mat., 7:3 (1995), 33–47; Discrete Math. Appl., 5:4 (1995), 317–331
Citation in format AMSBIB
\Bibitem{Gor95}
\by A.~B.~Gorchakov
\paper Upper bounds for cumulants of the sum of multi-indexed random variables
\jour Diskr. Mat.
\yr 1995
\vol 7
\issue 3
\pages 33--47
\mathnet{http://mi.mathnet.ru/dm586}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1361492}
\zmath{https://zbmath.org/?q=an:0833.60020}
\transl
\jour Discrete Math. Appl.
\yr 1995
\vol 5
\issue 4
\pages 317--331
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    Дискретная математика
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