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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 2, Pages 341–350
DOI: https://doi.org/10.4213/tvp1807
(Mi tvp1807)
 

This article is cited in 30 scientific papers (total in 30 papers)

Short Communications

On an exact constant for the Rosenthal inequality

R. Ibragimov, Sh. Sharahmetov

Tashkent State University
Abstract: Let $\xi_1,\dots,\xi_n$ be independent random variables having symmetric distribution with finite $p$th moment, $2<p<\infty$. It is shown that the precise constant $C^*_p$ in Rosenthal's inequality
$$ \biggl\|\sum_{i=1}^n\xi_i\biggr\|\le C_p\max\biggl(\biggl\|\sum_{i=1}^n\xi_i\biggr\|_2,\biggl(\sum_{i=1}^n\|\xi_i\|_p^p\biggr)^{1/p}\biggr) $$
has the form
\begin{align*} C_p^*&=\biggl(1+\frac{2^{p/1}}{\pi^{1/2}}\Gamma\biggl(\frac{p+1}2\biggr)\biggr)^{1/p}, \qquad 2<p<4, C_p^*&=\|\xi_1-\xi_2\|_p, \qquad p\ge4, \end{align*}
where $\Gamma(\alpha)=\int_0^\infty x^{\alpha-1}e^{-x} dx$, and $\xi_1$, $\xi_2$ are independent Poisson random variables with parameter 0.5. It is proved also that
$$ \lim_{p\to\infty}C_p^*\frac{\ln p}p=\frac1e. $$
.
Keywords: Rosenthal's inequality, random variables withsymmetric distribution, Poisson random variable, moment.
Received: 05.10.1995
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 2, Pages 294–302
DOI: https://doi.org/10.1137/S0040585X97976155
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: R. Ibragimov, Sh. Sharahmetov, “On an exact constant for the Rosenthal inequality”, Teor. Veroyatnost. i Primenen., 42:2 (1997), 341–350; Theory Probab. Appl., 42:2 (1998), 294–302
Citation in format AMSBIB
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\paper On an exact constant for the Rosenthal inequality
\jour Teor. Veroyatnost. i Primenen.
\yr 1997
\vol 42
\issue 2
\pages 341--350
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\zmath{https://zbmath.org/?q=an:0927.60023}
\transl
\jour Theory Probab. Appl.
\yr 1998
\vol 42
\issue 2
\pages 294--302
\crossref{https://doi.org/10.1137/S0040585X97976155}
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  • https://www.mathnet.ru/eng/tvp/v42/i2/p341
  • This publication is cited in the following 30 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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