IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v84y2014icp96-101.html
   My bibliography  Save this article

Optimal constants in the Marcinkiewicz–Zygmund inequalities

Author

Listed:
  • Ferger, Dietmar

Abstract

We give the optimal constants in the Marcinkiewicz–Zygmund inequalities for symmetric summands. As an application we substantially improve the estimates of Ren and Liang (2001) in the Marcinkiewicz–Zygmund–Hölder inequality and identify the best possible constants in the symmetric case.

Suggested Citation

  • Ferger, Dietmar, 2014. "Optimal constants in the Marcinkiewicz–Zygmund inequalities," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 96-101.
  • Handle: RePEc:eee:stapro:v:84:y:2014:i:c:p:96-101
    DOI: 10.1016/j.spl.2013.09.029
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715213003271
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spl.2013.09.029?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ren, Yao-Feng & Liang, Han-Ying, 2001. "On the best constant in Marcinkiewicz-Zygmund inequality," Statistics & Probability Letters, Elsevier, vol. 53(3), pages 227-233, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Emmanuel Rio, 2009. "Moment Inequalities for Sums of Dependent Random Variables under Projective Conditions," Journal of Theoretical Probability, Springer, vol. 22(1), pages 146-163, March.
    2. Cloez, Bertrand & Corujo, Josué, 2022. "Uniform in time propagation of chaos for a Moran model," Stochastic Processes and their Applications, Elsevier, vol. 154(C), pages 251-285.
    3. Ren, Yao-Feng & Tian, Fan-Ji, 2003. "On the Rosenthal's inequality for locally square integrable martingales," Stochastic Processes and their Applications, Elsevier, vol. 104(1), pages 107-116, March.
    4. Crisan, D. & Li, K., 2015. "Generalised particle filters with Gaussian mixtures," Stochastic Processes and their Applications, Elsevier, vol. 125(7), pages 2643-2673.
    5. Li, Bainian & Zhang, Kongsheng & Wu, Libin, 2011. "A sharp inequality for martingales and its applications," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1260-1266, August.
    6. Ramazan Kadiev & Arcady Ponosov, 2018. "Lyapunov Stability of the Generalized Stochastic Pantograph Equation," Journal of Mathematics, Hindawi, vol. 2018, pages 1-9, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:84:y:2014:i:c:p:96-101. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.