On the Product of Random Variables and Moments of Sums Under Dependence

被引：0

作者：

Peligrad, Magda ^{[1
]}

机构：

[1] Univ Cincinnati, Dept Math Sci, POB 210025, Cincinnati, OH 45221 USA

来源：

HIGH DIMENSIONAL PROBABILITY VII: THE CARGESE VOLUME | 2016年 / 71卷

关键词：

Inequalities; Mixing coefficients; Moments for partial sums; Product of dependent random variables; INDEPENDENT RANDOM-VARIABLES; STATIONARY-PROCESSES; MIXING SEQUENCES; LIMIT-THEOREMS; INEQUALITIES; MAXIMUM;

D O I：

10.1007/978-3-319-40519-3_7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we compare the moments of products of dependent random vectors with the corresponding ones of independent vectors with the same marginal distributions. Various applications of this result are pointed out, including inequalities for the maximum of dependent random variables and moments of partial sums. The inequalities involve the generalized phi-mixing coefficient.

引用

页码：155 / 172

页数：18

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