Khinchin and Marcinkiewicz-Zygmund-type inequalities for quadratic forms of independent random variables

Alexander Krantsberg

Statistics & Probability Letters, 2002, vol. 60, issue 3, 321-327

Abstract: Let {[xi]k}k=1n be uniformly bounded independent random variables with E[xi]k=0. It is proved that there exist absolute constants C and [gamma]>0 such that for any quadratic form [xi]=[summation operator]i,k=1naik[xi]i[xi]k, where {aik}i,k=1n is a number sequence with akk=0, and [lambda]>0,

Keywords: Independent; random; variables; Quadratic; forms; Exponential; estimate; Numerical; inequalities (search for similar items in EconPapers)
Date: 2002
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