A note on hypercontractivity of stable random variables
Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) (L^p)-spaces and other function spaces on groups, semigroups, etc. (43A15) Probability theory on linear topological spaces (60B11) Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15)
A random variable Y is called hypercontractive with indices \(p,q>0\) in a normed space B (Y\(\in HC(p,q,B)\) for short) if there exists a constant \(s>0\) such that for all x,y\(\in B\) \[ (E \| x+sYy\|^ p)^{1/p}\leq (E \| x+Yy\|^ q)^{1/q}. \] The main result of the paper states that an \(\alpha\)-stable symmetric random variable \(Y\in HC(p,q,B)\) is in any normed space B if \(0\leq h(\alpha)<q<p<\alpha \leq 2\), and h(\(\alpha\))\(\equiv 0\) if \(\alpha\leq 1\), h(\(\alpha\))\(\in (0,1)\) if \(1<\alpha <2\), and h(\(\alpha\)) increases with \(\alpha\) and goes to 1 as \(\alpha\) approaches 2. A previous result [\textit{W. Krakowiak} and \textit{J. Szulga}, Probab. Theory Relat. Fields 77, No.3, 325-342 (1988; Zbl 0621.60004)] gave h(\(\alpha\))\(\equiv 1\) in this case.
- Hypercontractivity of simple random variables
- Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces
- scientific article; zbMATH DE number 1342364
- Distribution of the norm of a stable random vector of a Hilbert space
- Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables
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