Extremal properties of Rademacher functions with applications to the Khintchine and Rosenthal inequalities

DOI10.1090/S0002-9947-97-01789-3zbMath0867.60006MaRDI QIDQ3127572

William B. Johnson, Gideon Schechtman, Pawel Hitczenko, Joel Zinn, Tadeusz Figiel

Publication date: 9 April 1997

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Rademacher functionsOrlicz functionextremal problemRosenthal inequalityKhinchin inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Inequalities involving other types of functions (26D07)

Related Items (25)

Measuring the magnitude of sums of independent random variables ⋮ Speed of convergence of classical empirical processes in \(p\)-variation norm ⋮ The best constant in the Rosenthal inequality for nonnegative random variables ⋮ Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables ⋮ Sharp Khinchin-type inequalities for symmetric discrete uniform random variables ⋮ Exact inequalities for sums of asymmetric random variables, with applications ⋮ Sequences of independent functions in rearrangement invariant spaces ⋮ Evaluation for moments of a ratio with application to regression estimation ⋮ Covariance estimation for distributions with \({2+\varepsilon}\) moments ⋮ Exact Rosenthal-type bounds ⋮ On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms ⋮ Sharp Rosenthal‐type inequalities for mixtures and log‐concave variables ⋮ Adaptive and efficient estimation in the Gaussian sequence model ⋮ A Sharp Uniform Bound for the Distribution of Sums of Bernoulli Trials ⋮ Concentration inequalities for separately convex functions ⋮ Rademacher inequalities with applications ⋮ On Cox-Kemperman moment inequalities for independent centered random variables ⋮ On the best constants in the Khintchine inequality for Steinhaus variables ⋮ From Ball's cube slicing inequality to Khinchin-type inequalities for negative moments ⋮ Optimal constants in the Rosenthal inequality for random variables with zero odd moments ⋮ Rademacher functions in symmetric spaces ⋮ Sharp comparison of moments and the log-concave moment problem ⋮ ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS ⋮ Moment inequalities for sums of dependent random variables under projective conditions ⋮ ON STOCHASTIC DOMINANCE OF NILPOTENT OPERATORS

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