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Sharp Rosenthal-type inequalities for mixtures and log-concave variables

Published 8 Mar 2022 in math.PR | (2203.04139v2)

Abstract: We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are individually constrained.

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