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Rosenthal inequality
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Probability inequality
Concentration inequality
2026-09-24
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For independent centered variables and
p
≥
2
, the
p
th moment of their
sum
is bounded,
up to
a
constant depending only on
p
, by the
sum
of their
p
th moments plus the
p
/2
power
of their total
variance
.
Ancestors
(7)
Concentration inequality
Probability inequality
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 210
/
2
/
Solution
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