Explicit Universal Bounds for Cumulants via Moments
Abstract
We establish explicit, universal, and distribution-free bounds for the -th cumulant, , of a scalar random variable, controlled solely by an -th order absolute moment functional . The bounds take the form . Our principal contribution is the derivation of coefficients satisfying , which offers an exponential improvement over classical bounds where the coefficients grow superexponentially (on the order of ). We present a hierarchy of refinements where the rate parameter increases as the functional incorporates more structural information. The most general bound uses the raw moment with rate . Using the central moment improves the rate to , while assuming symmetry yields even higher rates. The proof is elementary, combining the moment-cumulant partition formula with a uniform moment-product inequality. We further prove that while these bounds are not attainable whenever the relevant coefficient is positive, they are asymptotically efficient given the limited information of a single moment. The utility of the bounds is demonstrated through an application to standardized cumulants of independent sums.
Cite
@article{arxiv.2510.05739,
title = {Explicit Universal Bounds for Cumulants via Moments},
author = {Jiechen Zhang},
journal= {arXiv preprint arXiv:2510.05739},
year = {2026}
}
Comments
21 pages