Title of article :
Exact Estimates for Moments of Random Bilinear Forms
Author/Authors :
Ibragimov، Sergey A. نويسنده , , Sh. Sharakhmetov، نويسنده , , A. Cecen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
The present paper concentrates on the analogues of Rosenthalʹs inequalities for ordinary and decoupled bilinear forms in symmetric random variables. More specifically, we prove the exact moment inequalities for these objects in terms of moments of their individual components. As a corollary of these results we obtain the explicit expressions for the best constant in the analogues of Rosenthalʹs inequality for ordinary and decoupled bilinear forms in identically distributed symmetric random variables in the case of the fixed number of random variables.
Keywords :
symmetric statistics , random bilinear forms , decoupling , moment inequalities
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Journal title :
JOURNAL OF THEORETICAL PROBABILITY