On the comparison of distribution functions of random variables (Q1957007)
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| Language | Label | Description | Also known as |
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| English | On the comparison of distribution functions of random variables |
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On the comparison of distribution functions of random variables (English)
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24 September 2010
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A general comparison principle for distribution functions of random variables with conditions expressed in terms of moments of these variables is given. Using this principle, a criterion for the equivalence in distribution of an arbitrary sequence of random variables to the Rademacher system is proved. Some applications of the results to the theory of the Sidon sets are presented.
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distribution function of a random variable
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comparison principle
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Rademacher system
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Banach space
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Chebyshev inequality
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Peetre \(\mathcal K\)-functional
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Sidon set
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Banach couple
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