Some notes on moment inequalities for heavy-tailed distributions
Probability
2024-10-30 v3
Abstract
We investigate the relation between moments and tails of heavy-tailed (in particular, Pareto-type) distributions. We also discuss the sharpness of our results in a number of examples under certain regularity conditions like log-convexity. Moreover, we derive concentration bounds for polynomial chaos of any order .
Cite
@article{arxiv.2308.14410,
title = {Some notes on moment inequalities for heavy-tailed distributions},
author = {Paul Buterus and Holger Sambale},
journal= {arXiv preprint arXiv:2308.14410},
year = {2024}
}
Comments
Final version as to be published in HDP X, including a number of further modifications and corrections