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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 2, Pages 417–425
(Mi tvp3948)
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This article is cited in 13 scientific papers (total in 13 papers)
Short Communications
Inequalities for the moments of sums of associated multi-indexed variables
A. V. Bulinski M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
Exact upper bounds are obtained for absolute moments of order $r>2$ for finite sums of associated random variables forming a centered field on $\mathbf{N}^d$ or a countable set $T$. These estimates have the form $O(|V|^\tau)$ where $|V|$ is the number of summands. It is shown how the dependence of the summands and existence of their moments determine $\tau$.
Keywords:
association ($FKG$-inequality), random fields, sums of dependent random variables, inequalities for absolute moments of sums.
Received: 02.07.1991
Citation:
A. V. Bulinski, “Inequalities for the moments of sums of associated multi-indexed variables”, Teor. Veroyatnost. i Primenen., 38:2 (1993), 417–425; Theory Probab. Appl., 38:2 (1993), 342–349
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https://www.mathnet.ru/eng/tvp3948 https://www.mathnet.ru/eng/tvp/v38/i2/p417
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Abstract page: | 323 | Full-text PDF : | 101 | First page: | 20 |
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