On moment conditions for normed sums of independent variables and martingale differences

Carl-Gustav Esseen and Svante Janson

Stochastic Processes and their Applications, 1985, vol. 19, issue 1, 173-182

Abstract: Let X1, X2,... be a sequence of i.i.d. random variables and Sn their partial sums. Necessary and sufficient conditions are given for {n-1/qSn}[is proportional to]1 to have uniformly bounded pth moments, 0

Keywords: Burkholder; inequalities; Marcinkiewicz-Zygmund; inequalities; characteristic; function; martingele; difference; concentration; function; stationary; sequences; ergodic; symmetrization (search for similar items in EconPapers)
Date: 1985
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