Exact Constants in the Rosenthal Moment Inequalities for Sums of independent centered Random Variables

Abstract

We study the exact constants in the moment inequalities for sums of centered independent random variables: improve their asymptotics, low and upper bounds, calculate more exact asymptotics, elaborate the numerical algorithm for their calculation, study the class of smoothing etc.

arXiv comment18 pages

Cited by in corpus (1)

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