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We prove Khinchin-type inequalities with sharp constants for type L random variables and all even moments. Our main tool is Hadamards factorisation theorem from complex analysis, combined with Newtons inequalities for elementary symmetric functions. Besides the case of independent summands, we also treat ferromagnetic dependencies in a nonnegative external magnetic field (thanks to Newmans generalisation of the Lee-Yang theorem). Lastly, we compare the notions of type L, ultra sub-Gaussianity (introduced by Nayar and Oleszkiewicz) and strong log-concavity (introduced by Gurvits), with the latter two being equivalent.
We establish several optimal moment comparison inequalities (Khinchin-type inequalities) for weighted sums of independent identically distributed symmetric discrete random variables which are uniform on sets of consecutive integers. Specifically, we
We establish a sharp moment comparison inequality between an arbitrary negative moment and the second moment for sums of independent uniform random variables, which extends Balls cube slicing inequality.
Consider a parabolic stochastic PDE of the form $partial_t u=frac{1}{2}Delta u + sigma(u)eta$, where $u=u(t,,x)$ for $tge0$ and $xinmathbb{R}^d$, $sigma:mathbb{R}rightarrowmathbb{R}$ is Lipschitz continuous and non random, and $eta$ is a centered Gau
We obtain moment and Gaussian bounds for general Lipschitz functions evaluated along the sample path of a Markov chain. We treat Markov chains on general (possibly unbounded) state spaces via a coupling method. If the first moment of the coupling tim
Concentration properties of functionals of general Poisson processes are studied. Using a modified $Phi$-Sobolev inequality a recursion scheme for moments is established, which is of independent interest. This is applied to derive moment and concentr