Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces (Q2639420): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:56, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces |
scientific article |
Statements
Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces (English)
0 references
1991
0 references
The authors use hypercontraction methods which were introduced by \textit{W. Krakowiak} and \textit{J. Szulga} [Probab. Theory Relat. Fields 77, No.3, 325-342 (1988; Zbl 0621.60004)] in order to obtain moment inequalities for sums of independent random variables in normed spaces. This approach yields e.g. a simple proof of the inequality \[ (E [\| \sum^{n}_{i=1}X_ i\|^ p])^{1/p}\leq C_ p[(E [\| \sum^{n}_{i=1}X_ i\|^ 2])^{1/2}+(E [\sup_{1\leq i\leq n}\| X_ i\|^ p])^{1/p}] \] (where \((X_ i)\) is a sequence of independent centered random variables with values in a Banach space, \(p>4\) and \(C_ p=1+p/\ln (p/2))\) which is due to \textit{W. B. Johnson}, \textit{G. Schechtman} and \textit{J. Zinn} [Ann. Probab. 13, 234-253 (1985; Zbl 0564.60020)].
0 references
hypercontraction methods
0 references
moment inequalities
0 references