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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
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
Linking options:
https://www.mathnet.ru/eng/dm586 https://www.mathnet.ru/eng/dm/v7/i3/p33
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