Symmetrization and decoupling of combinatorial random elements (Q1273017)

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scientific article; zbMATH DE number 1228695
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    Symmetrization and decoupling of combinatorial random elements
    scientific article; zbMATH DE number 1228695

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      Symmetrization and decoupling of combinatorial random elements (English)
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      15 September 1999
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      Symmetrization and decoupling are proved to be powerful tools in obtaining moment and tail inequalities for certain stochastic processes. The present note deals with independent stochastic processes on some index set \(I\) (or just real random variables) and provides, for a broad class of convex functions on \(\mathbb{R}^I\), some symmetrization and decoupling inequalities. The stochastic processes considered here appear in various stochastic applications involving randomization.
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      exponential inequality
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      linear rank statistic
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      permutation bridge
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      random permutation
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      symmetrization and decoupling inequalities
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