Comparison of weak and strong moments for vectors with independent coordinates
Probability
2018-02-21 v1 Metric Geometry
Abstract
We show that for , the -th moment of suprema of linear combinations of independent centered random variables are comparable with the sum of the first moment and the weak -th moment provided that -th and -th integral moments of these variables are comparable for all . The latest condition turns out to be necessary in the i.i.d. case.
Keywords
Cite
@article{arxiv.1612.02407,
title = {Comparison of weak and strong moments for vectors with independent coordinates},
author = {Rafał Latała and Marta Strzelecka},
journal= {arXiv preprint arXiv:1612.02407},
year = {2018}
}
Comments
15 pages