Moment Inequalities Connected with Accompanying Poisson Laws in Abelian Groups
نویسنده
چکیده
1. Statement of the main results. Let X1,X2, . . . be independent random variables taking values in a measurable Abelian group ( , ) with respective distributions P1,P2, . . . . Moreover, if these random variables are identically distributed (the i.i.d. case), then we denote by P their common distribution. We suppose that {0} ∈ and the group operation “+” is measurable. In other words, a sum of arbitrary random variables in ( , ) is a random variable too. Denote by Pois(μ) the generalized Poisson distribution with the Lévy measure μ
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تاریخ انتشار 2002