Marcinkiewicz–Zygmund inequality
id:
marcinkiewicz-zygmund-inequality-292-16838291
title:
Marcinkiewicz–Zygmund inequality
text:
In mathematics, the Marcinkiewicz–Zygmund inequality, named after Józef Marcinkiewicz and Antoni Zygmund, gives relations between moments of a collection of independent random variables. It is a generalization of the rule for the sum of variances of independent random variables to moments of arbitrary order. It is a special case of the Burkholder-Davis-Gundy inequality in the case of discrete-time martingales.
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wiki
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encyclopedia
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original url:
https://en.wikipedia.org/wiki/Marcinkiewicz%E2%80%93Zygmund_inequality
date created:
date modified:
2022-11-07T17:20:35Z
main entity:
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fields total:
13
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13