Matches in SemOpenAlex for { <https://semopenalex.org/work/W2004205467> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W2004205467 abstract "In this paper we present a study of the problem of approximating the expectations of functions of statistics in independent and dependent random variables in terms of the expectations of functions of the component random variables. We present results providing sharp analogues of the Burkholder--Rosenthal inequalities and related estimates for the expectations of functions of sums of dependent nonnegative r.v.'s and conditionally symmetric martingale differences with bounded conditional moments as well as for sums of multilinear forms. Among others, we obtain the following sharp inequalities: $E(sum_{k=1}^n X_k)^tle 2 max (sum_{k=1}^n EX_k^t, (sum_{k=1}^n a_k)^t)$ for all nonnegative r.v.'s $X_1, ldots, X_n$ with $E(X_kmid X_1, ldots, X_{k-1})le a_k$, $EX_k^t<infty$, $k=1, ldots, n$, $1#x003C;t#x003C;2$; $E(sum_{k=1}^n X_k)^tle Etheta^t(1) max (sum_{k=1}^n b_k, (sum_{k=1}^n a_k^s)^{t/s})$ for all nonnegative r.v.'s $X_1, ldots, X_n$ with $E(X_k^smid X_1, ldots, X_{k-1})le a_k^s$, $E(X_k^tmid X_1, ldots, X_{k-1})le b_k$, $k=1, ldots, n$, $1#x003C;t#x003C;2$, $0#x003C;sle t-1$ or $tge 2$, $0#x003C;sle 1$, where $theta(1)$ is a Poisson random variable with parameter 1. As applications, new decoupling inequalities for sums of multilinear forms are presented and sharp Khintchine--Marcinkiewicz--Zygmund inequalities for generalized moving averages are obtained. The results can also be used in the study of a wide class of nonlinear statistics connected to problems of long-range dependence and in an econometric setup, in particular, in stabilization policy problems and in the study of properties of moving average and autocorrelation processes. The results are based on the iteration of a series of key lemmas that capture the essential extremal properties of the moments of the statistics involved." @default.
- W2004205467 created "2016-06-24" @default.
- W2004205467 creator A5018240070 @default.
- W2004205467 creator A5035916095 @default.
- W2004205467 creator A5041760552 @default.
- W2004205467 date "2003-04-01" @default.
- W2004205467 modified "2023-09-27" @default.
- W2004205467 title "On extremal distributions and sharp $bolds{L_p}$-bounds for sums of multilinear forms" @default.
- W2004205467 cites W1491226129 @default.
- W2004205467 cites W1546372806 @default.
- W2004205467 cites W1571984195 @default.
- W2004205467 cites W1730293938 @default.
- W2004205467 cites W1855718783 @default.
- W2004205467 cites W1969727526 @default.
- W2004205467 cites W1971772153 @default.
- W2004205467 cites W1979988668 @default.
- W2004205467 cites W1988591737 @default.
- W2004205467 cites W1995703140 @default.
- W2004205467 cites W2006375500 @default.
- W2004205467 cites W2008759286 @default.
- W2004205467 cites W2011772665 @default.
- W2004205467 cites W2012362409 @default.
- W2004205467 cites W2019949980 @default.
- W2004205467 cites W2022829242 @default.
- W2004205467 cites W2023426016 @default.
- W2004205467 cites W2023674145 @default.
- W2004205467 cites W2023707151 @default.
- W2004205467 cites W2028597540 @default.
- W2004205467 cites W2036525176 @default.
- W2004205467 cites W2042373280 @default.
- W2004205467 cites W2044744404 @default.
- W2004205467 cites W2052559705 @default.
- W2004205467 cites W2055977033 @default.
- W2004205467 cites W2071829537 @default.
- W2004205467 cites W2076097947 @default.
- W2004205467 cites W2077292253 @default.
- W2004205467 cites W2081722673 @default.
- W2004205467 cites W2085011772 @default.
- W2004205467 cites W2141338394 @default.
- W2004205467 cites W2156904111 @default.
- W2004205467 cites W2802739963 @default.
- W2004205467 cites W4232632090 @default.
- W2004205467 cites W4244959270 @default.
- W2004205467 cites W4247730060 @default.
- W2004205467 doi "https://doi.org/10.1214/aop/1048516531" @default.
- W2004205467 hasPublicationYear "2003" @default.
- W2004205467 type Work @default.
- W2004205467 sameAs 2004205467 @default.
- W2004205467 citedByCount "20" @default.
- W2004205467 countsByYear W20042054672012 @default.
- W2004205467 countsByYear W20042054672014 @default.
- W2004205467 countsByYear W20042054672015 @default.
- W2004205467 countsByYear W20042054672017 @default.
- W2004205467 crossrefType "journal-article" @default.
- W2004205467 hasAuthorship W2004205467A5018240070 @default.
- W2004205467 hasAuthorship W2004205467A5035916095 @default.
- W2004205467 hasAuthorship W2004205467A5041760552 @default.
- W2004205467 hasBestOaLocation W20042054671 @default.
- W2004205467 hasConcept C105795698 @default.
- W2004205467 hasConcept C114614502 @default.
- W2004205467 hasConcept C122123141 @default.
- W2004205467 hasConcept C134306372 @default.
- W2004205467 hasConcept C202444582 @default.
- W2004205467 hasConcept C33923547 @default.
- W2004205467 hasConcept C34388435 @default.
- W2004205467 hasConcept C48406656 @default.
- W2004205467 hasConcept C84392682 @default.
- W2004205467 hasConceptScore W2004205467C105795698 @default.
- W2004205467 hasConceptScore W2004205467C114614502 @default.
- W2004205467 hasConceptScore W2004205467C122123141 @default.
- W2004205467 hasConceptScore W2004205467C134306372 @default.
- W2004205467 hasConceptScore W2004205467C202444582 @default.
- W2004205467 hasConceptScore W2004205467C33923547 @default.
- W2004205467 hasConceptScore W2004205467C34388435 @default.
- W2004205467 hasConceptScore W2004205467C48406656 @default.
- W2004205467 hasConceptScore W2004205467C84392682 @default.
- W2004205467 hasIssue "2" @default.
- W2004205467 hasLocation W20042054671 @default.
- W2004205467 hasOpenAccess W2004205467 @default.
- W2004205467 hasPrimaryLocation W20042054671 @default.
- W2004205467 hasRelatedWork W1974399474 @default.
- W2004205467 hasRelatedWork W2019714029 @default.
- W2004205467 hasRelatedWork W2084731530 @default.
- W2004205467 hasRelatedWork W2161488883 @default.
- W2004205467 hasRelatedWork W2170960188 @default.
- W2004205467 hasRelatedWork W2359771333 @default.
- W2004205467 hasRelatedWork W2370464019 @default.
- W2004205467 hasRelatedWork W2373904531 @default.
- W2004205467 hasRelatedWork W3047744209 @default.
- W2004205467 hasRelatedWork W5235008 @default.
- W2004205467 hasVolume "31" @default.
- W2004205467 isParatext "false" @default.
- W2004205467 isRetracted "false" @default.
- W2004205467 magId "2004205467" @default.
- W2004205467 workType "article" @default.