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On Probability Analogs of Rosenthal's Inequality
S. V. Astashkin, K. E. Tikhomirov Samara State University
Abstract:
We obtain probability combinatorial inequalities for independent random variables, strengthening the well-known Rosenthal inequality. As a corollary, we prove that the generalized Rosenthal inequality for identically distributed independent functions remains valid in the case of quasinormed symmetric spaces.
Keywords:
Rosenthal inequality, independent random variables, quasinormed symmetric space, bistochastic matrix, Paley–Zygmund inequality.
Received: 25.08.2010 Revised: 12.04.2011
Citation:
S. V. Astashkin, K. E. Tikhomirov, “On Probability Analogs of Rosenthal's Inequality”, Mat. Zametki, 90:5 (2011), 665–671; Math. Notes, 90:5 (2011), 644–650
Linking options:
https://www.mathnet.ru/eng/mzm8838https://doi.org/10.4213/mzm8838 https://www.mathnet.ru/eng/mzm/v90/i5/p665
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