Contraction and decoupling inequalities for multilinear forms and U-statistics

DOI10.1214/AOP/1176988481MaRDI QIDQ1904479zbMATH OpenOpenAlexFDO

Authors Victor H. de la Peña, S. Montgomery-Smith, Jerzy Szulga

Publication date 22 April 1997

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9406214

zbMATH Keywords

\(U\)-statisticsdecoupling inequalitiesdecoupling principlerandom polynomials

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Tensor products in functional analysis (46M05) Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15) Stochastic calculus of variations and the Malliavin calculus (60H07)

Abstract: We prove decoupling inequalities for random polynomials in independent random variables with coefficients in vector space. We use various means of comparison, including rearrangement invariant norms (e.g., Orlicz and Lorentz norms), tail distributions, tightness, hypercontractivity, etc.

Review text

The authors study contraction and decoupling inequalities for multilinear forms and \(U\)-statistics. The decoupling principles, for homogeneous random forms, are essential tools in multiple integration. These principles are shown usually under the symmetry hypothesis for the random variables. The authors prove decoupling inequalities for not necessarily symmetric random variables. They also stay and prove a decoupling principle by means of probability tails, getting that the two types of chaos (the decoupled and coupled) are simultaneously tight. The methods of the proofs are elementary and based in the algebraic nature of decoupling. They obtain several applications: Decoupling results for arbitrary rearrangement invariant norms and Orlicz functionals, a decoupling principle for \(U\)-statistics; they also show tail probability decoupling results.

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Cited in

(11)

• Decoupling inequalities for multilinear forms in independent symmetric random variables
• Decoupling and Khintchine's inequalities for \(U\)-statistics
• Symmetrization and decoupling of combinatorial random elements
• Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
• On the comparison of distribution functions of random variables
• The mathematical work of Evarist Giné
• scientific article; zbMATH DE number 26225 (Why is no real title available?)
• Bounds on the tail probability of 𝑈-statistics and quadratic forms
• Rademacher functions in symmetric spaces
• Tail processes for stable-regenerative multiple-stable model
• On the convergence of random polynomials and multilinear forms

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