Timeline for Emergence of non-power-law behaviour under infinite summing
Current License: CC BY-SA 4.0
6 events
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| Sep 4, 2020 at 17:38 | comment | added | gradstudent | Thanks! Theorem 1.8 (more generally Theorem 4.3) of this paper arxiv.org/pdf/0907.2261.pdf seems to be a general result in this direction : as to how for rercursively defined sequences of random variables a heavy tail can emerge? | |
| Sep 3, 2020 at 21:14 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Sep 3, 2020 at 21:12 | comment | added | Iosif Pinelis | @gradstudent : I have added a bit on the "dependent" case. I am not aware of lower Rosenthal-type bounds for the "dependent' case. | |
| Sep 3, 2020 at 21:05 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Sep 3, 2020 at 16:02 | comment | added | gradstudent | Thanks for the pointers! So is there a Rosenthal inequality when there is dependency between the $X_i$s? | |
| Sep 3, 2020 at 12:52 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |