关于重尾分布矩不等式的若干注记
概率论
2024-10-30 v3
摘要
我们研究了重尾（特别是帕累托型）分布的矩与尾部之间的关系。我们还在对数凸性等若干正则性条件下，通过多个例子讨论了结果的尖锐性。此外，我们推导了任意阶 多项式混沌的集中界。
引用
@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}
}
备注
Final version as to be published in HDP X, including a number of further modifications and corrections