Upperbound expected value of sum of standard normal variables to the power of 2p
up vote
0
down vote
favorite
$X_{i}$ is a sequence of independent standard normal random variables and $S_{n}=sum_{i=1}^{n} X_{i}$. I have to show that there exists a constant $C_{p}$ such that for all integers $pgeq 1$ the following holds:
$mathbb{E}((max_{1 leq k leq n} S_{k})^{2p}) leq C_{p}n^{p}$
Could anybody help solving this problem?
probability statistics
asked Nov 22 at 11:34
OBergh
11
add a comment |
up vote
0
down vote
favorite
$X_{i}$ is a sequence of independent standard normal random variables and $S_{n}=sum_{i=1}^{n} X_{i}$. I have to show that there exists a constant $C_{p}$ such that for all integers $pgeq 1$ the following holds:
$mathbb{E}((max_{1 leq k leq n} S_{k})^{2p}) leq C_{p}n^{p}$
Could anybody help solving this problem?
probability statistics
asked Nov 22 at 11:34
OBergh
11
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
$X_{i}$ is a sequence of independent standard normal random variables and $S_{n}=sum_{i=1}^{n} X_{i}$. I have to show that there exists a constant $C_{p}$ such that for all integers $pgeq 1$ the following holds:
$mathbb{E}((max_{1 leq k leq n} S_{k})^{2p}) leq C_{p}n^{p}$
Could anybody help solving this problem?
probability statistics
asked Nov 22 at 11:34
OBergh
11
$X_{i}$ is a sequence of independent standard normal random variables and $S_{n}=sum_{i=1}^{n} X_{i}$. I have to show that there exists a constant $C_{p}$ such that for all integers $pgeq 1$ the following holds:
$mathbb{E}((max_{1 leq k leq n} S_{k})^{2p}) leq C_{p}n^{p}$
Could anybody help solving this problem?
probability statistics
probability statistics
asked Nov 22 at 11:34
OBergh
11
asked Nov 22 at 11:34
OBergh
11
asked Nov 22 at 11:34
OBergh
11
asked Nov 22 at 11:34
OBergh
11
asked Nov 22 at 11:34
OBergh
11
11
add a comment |
add a comment |
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3009025%2fupperbound-expected-value-of-sum-of-standard-normal-variables-to-the-power-of-2p%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
