On moment conditions for normed sums of independent variables and martingale differences

Let X1, X2,... be a sequence of i.i.d. random variables and Sn their partial sums. Necessary and sufficient conditions are given for {n-1/qSn}[is proportional to]1 to have uniformly bounded pth moments, 0<p<q[less-than-or-equals, slant]2. Some of the results are generalized to martingle differences.

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Year of publication:	1985
Authors:	Esseen, Carl-Gustav ; Janson, Svante
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 19.1985, 1, p. 173-182
Publisher:	Elsevier
Keywords:	Burkholder inequalities Marcinkiewicz-Zygmund inequalities characteristic function martingele difference concentration function stationary sequences ergodic symmetrization

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875450