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arXiv · 2308.14410

Some notes on moment inequalities for heavy-tailed distributions

Paul Buterus·Holger Sambale
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Abstract

We investigate the relation between moments and tails of heavy-tailed (in particular, Pareto-type) distributions. We also discuss the sharpness of our results in a number of examples under certain regularity conditions like log-convexity. Moreover, we derive concentration bounds for polynomial chaos of any order $d$.

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Paul Buterus, Holger Sambale. 2023-08-28. Some notes on moment inequalities for heavy-tailed distributions. https://arxiv.org/abs/2308.14410

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