Preprint

Exact Estimates for Moments of Random Bilinear Forms

Rustam IbragimovDepartment of Economics, Yale University, New HavenSh. SharakhmetovDepartment of Probability Theory, Tashkent State Economics University, Tashkent, UzbekistanA Aydin CecenDepartment of Economics, Central Michigan University, Mt Pleasant, USA

ArXiv.orgrepository1999en

ABI

Abstract

The present paper concentrates on the analogues of Rosenthal's 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 Rosenthal's inequality for ordinary and decoupled bilinear forms in identically distributed symmetric random variables in the case of the fixed number of random variables.

Topics

Random Matrices and Applications Point processes and geometric inequalities Probability and Risk Models

Identifiers

DOI: 10.48550/arxiv.math/9909111

Citations and references

Cited by 05 references

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