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Gaussian approximation of moments of sums of independent symmetric random variables with logarithmically concave tails

Rafał Latała

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Abstract

We study how well moments of sums of independent symmetric random variables with logarithmically concave tails may be approximated by moments of Gaussian random variables.

Chapter information

Source
Christian Houdré, Vladimir Koltchinskii, David M. Mason and Magda Peligrad, eds., High Dimensional Probability V: The Luminy Volume (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2009), 37-42

Dates
First available in Project Euclid: 2 February 2010

Permanent link to this document
https://projecteuclid.org/euclid.imsc/1265119259

Digital Object Identifier
doi:10.1214/09-IMSCOLL503

Mathematical Reviews number (MathSciNet)
MR2797938

Zentralblatt MATH identifier
1243.60016

Subjects
Primary: 60E15: Inequalities; stochastic orderings
Secondary: 60F05: Central limit and other weak theorems

Keywords
sums of independent random variables moments logarithmically concave tails Gaussian approximation

Rights
Copyright © 2009, Institute of Mathematical Statistics

Citation

Latała, Rafał. Gaussian approximation of moments of sums of independent symmetric random variables with logarithmically concave tails. High Dimensional Probability V: The Luminy Volume, 37--42, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2009. doi:10.1214/09-IMSCOLL503. https://projecteuclid.org/euclid.imsc/1265119259


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References

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