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arXiv math/9909111math.PRmath.FA
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随机双线性型矩的精确估计

Exact Estimates for Moments of Random Bilinear Forms

R. Ibragimov, Sh. Sharakhmetov, A. Cecen

摘要:

本文主要研究对称随机变量中普通型和解耦双线性型的Rosenthal不等式的类似形式。更具体地说,我们证明了这些对象的确切的时刻不等式的时刻,他们的各个组成部分。作为这些结果的推论,在随机变量个数固定的情况下,得到了同分布对称随机变量的普通型和解耦型双线性型Rosenthal不等式类似式中最佳常数的显式表达式.

英文摘要:

The present paper concentrates on the analogues of Rosenthal's inequalities for ordinary and decoupled bilinear forms in symmetric random variables. More specifically, we prove the exact moment inequalities for these objects in terms of moments of their individual components. As a corollary of these results we obtain the explicit expressions for the best constant in the analogues of Rosenthal's inequality for ordinary and decoupled bilinear forms in identically distributed symmetric random variables in the case of the fixed number of random variables.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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