Sharp Rosenthal-type inequalities for mixtures and log-concave variables
Probability
2025-01-28 v2
Abstract
We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are individually constrained.
Cite
@article{arxiv.2203.04139,
title = {Sharp Rosenthal-type inequalities for mixtures and log-concave variables},
author = {Giorgos Chasapis and Alexandros Eskenazis and Tomasz Tkocz},
journal= {arXiv preprint arXiv:2203.04139},
year = {2025}
}
Comments
15 pages. Final version (referee comments incorporated). To appear in Bull. Lond. Math. Soc