Moment inequalities connected with accompanying Poisson laws in Abelian groups

I. S. Borisov

International Journal of Mathematics and Mathematical Sciences, 2003, vol. 2003, 1-16

Abstract:

We obtain exact inequalities which connect moments of some functions of sums of independent random variables taking values in a measurable Abelian group and those for the accompanying infinitely divisible laws. Some applications to empirical processes are studied.

Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:295015

DOI: 10.1155/S016117120321142X

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