Loading...
Please wait, while we are loading the content...
Similar Documents
Log-concavity and log-convexity of moments of averages of i.i.d. random variables.
| Content Provider | Semantic Scholar |
|---|---|
| Author | Lamkin, Philip Tkocz, Tomasz |
| Copyright Year | 2020 |
| Abstract | We show that the sequence of moments of order less than 1 of averages of i.i.d. positive random variables is log-concave. For moments of order at least 1, we conjecture that the sequence is log-convex and show that this holds eventually for integer moments (after neglecting the first $p^2$ terms of the sequence). |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.math.cmu.edu/~ttkocz/mypapers/mathematics/mom-ave.pdf |
| Alternate Webpage(s) | https://arxiv.org/pdf/2001.06439v2.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
