English

Comparison of weak and strong moments for vectors with independent coordinates

Probability 2018-02-21 v1 Metric Geometry

Abstract

We show that for p1p\ge 1, the pp-th moment of suprema of linear combinations of independent centered random variables are comparable with the sum of the first moment and the weak pp-th moment provided that 2q2q-th and qq-th integral moments of these variables are comparable for all q2 q \ge 2. 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