On the comparison of distribution functions of random variables

DOI10.1134/S0001434610010037MaRDI QIDQ1957007zbMATH OpenOpenAlexFDO

Authors Sergey Astashkin

Publication date 24 September 2010

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0001434610010037

zbMATH Keywords

Banach coupleBanach spaceChebyshev inequalitycomparison principledistribution function of a random variablePeetre \(\mathcal K\)-functionalRademacher systemSidon set

Mathematics Subject Classification ID

Probabilistic methods in Banach space theory (46B09) Inequalities; stochastic orderings (60E15)

Review text

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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Cites work

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• scientific article; zbMATH DE number 3626044 (Why is no real title available?)
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• scientific article; zbMATH DE number 3421336 (Why is no real title available?)
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(12)

• Inequalities and comparisons of the Cauchy, Gauss, and logistic distributions
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• An Equidistribution Phenomenon: Is There a Principle behind It?
• Systems of random variables equivalent in distribution to the Rademacher system and \mathscr K-closed representability of Banach couples
• On comparing systems of random variables with the Rademacher sequence
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• On Fourier coefficients of lacunary systems
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