Two-sided bounds for Lp-norms of combinations of products of independent random variables
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چکیده
We show that for every positive p, the Lp-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. nonnegative random variables with the pnorm one is comparable to the lp-norm of the coefficients and the constants are explicit. As a result the same holds for linear combinations of Riesz products. We also establish the upper and lower bounds of the Lp-moments of partial sums of perpetuities.
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تاریخ انتشار 2014