Moment and tail estimation for U-statistics with positive kernels

E. Ostrovsky; L. Sirota

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arXiv · 1801.07588

Moment and tail estimation for U-statistics with positive kernels

E. Ostrovsky·L. Sirota

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Abstract

We deduce the non-asymptotical (bilateral) estimates for moment inequalities for multiple sums of non-negative (more precisely, non-negative) independent random variables, on the other words, the well known U or V-statistics. Our consideration based on the correspondent estimates for the one-dimensional case by means of the so-called degenerate approximation. We apply also the theory of Bell functions as well as the properties of the Poisson distribution and the theory of the so-called Grand Lebesgue Spaces (GLS).

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E. Ostrovsky, L. Sirota. 2018-01-20. Moment and tail estimation for U-statistics with positive kernels. https://arxiv.org/abs/1801.07588

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