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arXiv · 2203.04139

Sharp Rosenthal-type inequalities for mixtures and log-concave variables

Giorgos Chasapis·Alexandros Eskenazis·Tomasz Tkocz
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Abstract

We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are individually constrained.

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Giorgos Chasapis, Alexandros Eskenazis, Tomasz Tkocz. 2022-03-08. Sharp Rosenthal-type inequalities for mixtures and log-concave variables. https://doi.org/10.1112/blms.12786

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