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Some inequalities for the Orlicz norm of a linear form of independent pre-Gaussian random variables. (English. Ukrainian original) Zbl 0861.60028

Theory Probab. Math. Stat. 50, 99-102 (1995); translation from Teor. Jmovirn. Mat. Stat. 50, 97-100 (1994).
Summary: Inequalities are derived for the Orlicz norm of a linear combination of independent pre-Gaussian random variables in the Orlicz space \(L_u(\Omega)\), where \(u(x)= \text{ch }x- 1\), \(x\in{\mathbf R}\). The case of a centered quadratic form of Gaussian random variables is considered.

MSC:

60E15 Inequalities; stochastic orderings
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