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Log-concavity and log-convexity of moments of averages of i.i.d. random variables
Canadian Mathematical Bulletin ( IF 0.6 ) Pub Date : 2021-05-03 , DOI: 10.4153/s0008439521000254
Philip Lamkin , Tomasz Tkocz

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).



中文翻译:

独立同分布随机变量平均值矩的对数凹和对数凸

我们表明,iid 正随机变量的平均值小于 1 的矩序列是对数凹的。对于至少 1 阶的矩,我们推测该序列是对数凸的,并表明这最终适用于整数矩(在忽略序列的前 $p^2$ 项之后)。

更新日期:2021-05-03
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