期刊论文详细信息
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 卷:125 |
Two-sided bounds for Lp-norms of combinations of products of independent random variables | |
Article | |
Damek, Ewa1  Latala, Rafal2  Nayar, Piotr2  Tkocz, Tomasz3  | |
[1] Univ Wroclaw, Inst Math, PL-50384 Wroclaw, Poland | |
[2] Univ Warsaw, Inst Math, PL-02097 Warsaw, Poland | |
[3] Univ Warwick, Math Inst, Coventry CV4 7AL, W Midlands, England | |
关键词: Estimation of moments; Product of independent random variables; Riesz product; Stochastic difference equation; Perpetuity; | |
DOI : 10.1016/j.spa.2014.11.012 | |
来源: Elsevier | |
【 摘 要 】
We show that for every positive p, the L-p-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. random variables, whose moduli have a nondegenerate distribution with the p-norm one, is comparable to the l(p)-norm of the coefficients and the constants are explicit. As a result the same holds for linear combinations of Riesz products. We also establish the upper and lower bounds of the L-p-moments of partial sums of perpetuities. (C) 2014 Elsevier B.V. All rights reserved.
【 授权许可】
Free
【 预 览 】
Files | Size | Format | View |
---|---|---|---|
10_1016_j_spa_2014_11_012.pdf | 295KB | download |