RUS  ENG
Full version
JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 1995 Volume 7, Issue 3, Pages 33–47 (Mi dm586)

Upper bounds for cumulants of the sum of multi-indexed random variables

A. B. Gorchakov


Abstract: For the $k$th semi-invariant $S_{k}(\xi )$ of the random variable \[ \xi =\sum_{i\in V} \xi _{i}, \] where $V$ is a subset of $\Z^{d}$, we obtain estimates of the form \[ |S_{k}(\xi )|\le (k!)^{1+\gamma } \Delta ^{-(k-2)},\qquad k=3,4,\ldots \] Here $\gamma \ge 0$, $\Delta \ge 1$ are positive variables depending on the rate of growth of the moments of the random variables $\xi _{i}$, $i\in V$, and on their dependence properties. Combined with the results of Lithuanian mathematicians [1], this result makes possible to prove both a normal limit theorem on large deviations and an estimate for a tail of the distribution of a generalized $U$-statistic.

UDC: 519.2

Received: 19.03.1992
Revised: 12.09.1994


 English version:
Discrete Mathematics and Applications, 1995, 5:4, 317–331

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025