Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces (Q2639420)
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English | Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces |
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Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces (English)
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1991
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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)].
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hypercontraction methods
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moment inequalities
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