An extremal property of self-normalized sums for symmetric random variables

Borisov Igor Semenovich
1. Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
sibam@math.nsc.ru
The material was received by the Editorial Board: 07.09.2024

Sharp moment inequalities are obtained for a class of analytic functions of self-normalized sums of independent symmetrically distributed random variables.

UDK 519.21


Keywords : Self-normalized sums of independent random variables, symmetric distributions, moment inequalities.


References: Borisov Igor Semenovich An extremal property of self-normalized sums for symmetric random variables. Mat. Trudy. 2024, 27, № 4. P. 19–25. DOI: 10.25205/1560-750X-2024-27-4-19-25