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Explicit Universal Bounds for Cumulants via Moments

Probability 2026-04-15 v3 Combinatorics Statistics Theory Statistics Theory

Abstract

We establish explicit, universal, and distribution-free bounds for the nn-th cumulant, κn(X)\kappa_n(X), of a scalar random variable, controlled solely by an nn-th order absolute moment functional Mn(X)M_n(X). The bounds take the form κn(X)CnMn(X)\lvert\kappa_n(X)\rvert \le C_n M_n(X). Our principal contribution is the derivation of coefficients satisfying Cn(n1)!/ρnC_n \sim (n-1)!/\rho^{\,n}, which offers an exponential improvement over classical bounds where the coefficients grow superexponentially (on the order of nnn^n). We present a hierarchy of refinements where the rate parameter ρ\rho increases as the functional Mn(X)M_n(X) incorporates more structural information. The most general bound uses the raw moment Mn(X)=E[Xn]M_n(X)=\mathsf{E}[\lvert X\rvert^n] with rate ρ=ln20.693\rho=\ln 2 \approx 0.693. Using the central moment Mn(X)=E[XE[X]n]M_n(X)=\mathsf{E}[\lvert X-\mathsf{E}[X]\rvert^n] improves the rate to ρcen1.146\rho_{\mathrm{cen}} \approx 1.146, 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.

Keywords

Cite

@article{arxiv.2510.05739,
  title  = {Explicit Universal Bounds for Cumulants via Moments},
  author = {Jiechen Zhang},
  journal= {arXiv preprint arXiv:2510.05739},
  year   = {2026}
}

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21 pages