Hadamard products and moments of random vectors (Q2213794): Difference between revisions
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Revision as of 07:19, 5 March 2024
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English | Hadamard products and moments of random vectors |
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Hadamard products and moments of random vectors (English)
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3 December 2020
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The authors establish an upper bound on strong moments of finite dimensional random vectors, in terms of the corresponding weak moments. In particular, for a random vector \(X\) on a normed space \((\mathbb{R}^n,\lVert\cdot\rVert)\), one of the main results of the paper is the upper bound \[ (\mathbb{E}\lVert X^p\rVert)^{1/p}\leq2\sqrt{e}\sqrt{\frac{n+p}{p}}\sup_{\lVert t\rVert_*\leq1}(\mathbb{E}|\langle t,X\rangle|^p)^{1/p}\,, \] for any \(p\geq2\), where \(\lVert\cdot\rVert_*\) denotes the dual norm. Two applications are discussed: the authors show that (up to a universal constant) Hilbert spaces have the largest \(p\)-summing constant among Banach spaces of a fixed dimension, and establish concentration of measure properties for centered log-concave probability measures on \(\mathbb{R}^n\).
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moments of random vectors
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Hadamard products
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\(p\)-summing operators
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log-concave measures
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concentration of measure
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