Web11 jun. 2024 · Article history: Received 12 October 2009 Accepted 15 April 2010 Available online 13 May 2010 Submitted by R.A. Brualdi AMS classification: 15A39 15A48 15A69 … Web这个定理的证明较复杂,此处不予证明。. 3. 中心极限定理. 大数定律研究的是一系列随机变量 \ {X_n\} 的均值 \overline X_n=\frac1n\sum_ {i=1}^n X_i 是否会依概率收敛于其期望 \mathbb E\overline X_n 这个数值,而中心极限定理进一步研究 \overline X_n 服从什么分布。. 若 \ {X_n ...
Tomasz Tkocz: Khinchin inequalities with sharp constants
WebI shall survey some classical results and present some recent results on sharp moment comparison inequalities for weighted sums of i.i.d. random variables, a... Web20 nov. 2024 · Kahane-Khinchin’s Inequality for Quasi-Norms Published online by Cambridge University Press: 20 November 2024 A. E. Litvak Article Metrics Save PDF … imb f182
[PDF] The best constants in the Khintchine inequality - Semantic …
WebWe now prove Khinchin’s inequality.2 Theorem 3 (Khinchin’s inequality). For 1 ≤p<∞, let C(p) = 21+p 2 ·p·Γ p 2 1/p, and let 1 p + 1 q = 1. If X 1,...,X n are independent random … In mathematics, the Khintchine inequality, named after Aleksandr Khinchin and spelled in multiple ways in the Latin alphabet, is a theorem from probability, and is also frequently used in analysis. Heuristically, it says that if we pick $${\displaystyle N}$$ complex numbers Meer weergeven Let $${\displaystyle \{\varepsilon _{n}\}_{n=1}^{N}}$$ be i.i.d. random variables with $${\displaystyle P(\varepsilon _{n}=\pm 1)={\frac {1}{2}}}$$ for $${\displaystyle n=1,\ldots ,N}$$, i.e., a sequence with Meer weergeven For the case of Rademacher random variables, Pawel Hitczenko showed that the sharpest version is: where Meer weergeven • Marcinkiewicz–Zygmund inequality • Burkholder-Davis-Gundy inequality Meer weergeven WebKhinchin (33 formulas) Khinchin : Introduction to the classical constants: Constants: Khinchin (33 formulas) Primary definition (1 formula) Specific values (1 formula) … list of irish celebrities