The optimal order for the p-th moment of sums of independent random variables with respect to symmetric norms and related combinatorial estimates

DOI10.1007/S11117-005-0008-ZzbMATH Open1137.46007arXivmath/0209278OpenAlexW2002532896MaRDI QIDQ2499042FDOQ2499042

Authors: Marius Junge 

Publication date: 14 August 2006

Published in: Positivity (Search for Journal in Brave)

Abstract: We calculate the p-the moment of the sum of n independent random variables with respect to symmetric norm in R^n. The order of growth for upper bound p/ln p obtained in ths estimate is optimal. The result extends to generalized Lorentz spaces l_{f,w} under mild assumptions on f. Indeed, the key combinatorial estimate is obtained for the weak l_1 (l_{1,infinity})-norm. Similar results have been obtained independently by Gordon, Litvak, Schuett and Werner for Orlicz norms and by Montgomery-Smith using different techniques and avoiding the combinatorial estimate.

Full work available at URL: https://arxiv.org/abs/math/0209278

Recommendations

• Best Constants in Kahane-Khintchine Inequalities for Complex Steinhaus Functions
• On the distribution of random variables corresponding to Musielak-Orlicz norms
• Some probability inequalities and the central limit theorem in functional spaces
• scientific article; zbMATH DE number 202499
• Rearrangement invariant norms of symmetric sequence norms of independent sequences of random variables
• On norms in some class of exponential type Orlicz spaces of random variables
• Publication:4893541
• Estimating averages of order statistics of bivariate functions
• scientific article; zbMATH DE number 3874318

zbMATH Keywords

independent random variablessymmetric normscombinatorial probability

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05) Noncommutative function spaces (46L52) Operator ideals (47L20) Probabilistic methods in Banach space theory (46B09)

Cites Work

• Title not available (Why is that?)
• Non-commutative Banach function spaces
• Generalized s-numbers of \(\tau\)-measurable operators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Notes on non-commutative integration
• Title not available (Why is that?)
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Sums of independent random variables in rearrangement invariant function spaces
• Rearrangement invariant norms of symmetric sequence norms of independent sequences of random variables
• Title not available (Why is that?)
• Doobs inequality for non-commutative martingales
• Title not available (Why is that?)
• Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
• Approximation properties for noncommutative \(L_p\)-spaces associated with discrete groups
• Noncommutative Burkholder/Rosenthal inequalities
• Title not available (Why is that?)
• Orlicz norms of sequences of random variables
• Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces
• Title not available (Why is that?)
• Measuring the magnitude of sums of independent random variables
• Title not available (Why is that?)
• Uniform convexity of unitary ideals
• On a domination of sums of random variables by sums of conditionally independent ones
• $BMO_ψ$-spaces and applications to extrapolation theory

Cited In (13)

• Geometric and probabilistic analysis of convex bodies with unconditional structures, and associated spaces of operators
• Uniform estimates for order statistics and Orlicz functions
• Rosenthal’s inequalities: ${\Delta }$-norms and quasi-Banach symmetric sequence spaces
• Symmetric quasi-norms of sums of independent random variables in symmetric function spaces with the Kruglov property
• Embeddings of Orlicz-Lorentz spaces into \(L_1\)
• A probabilistic version of Rosenthal's inequality
• Rearrangement invariant norms of symmetric sequence norms of independent sequences of random variables
• Best constants in Rosenthal-type inequalities and the Kruglov operator
• Embeddings of operator ideals into \(\mathcal{L}_p\)-spaces on finite von Neumann algebras
• On probability analogs of Rosenthal's inequality
• Independent Random Variables in Lorentz Spaces
• The norm of sums of independent noncommutative random variables in \(L_{p}(\ell_1)\)
• Randomized operators on \({n\times n}\) matrices and applications

This page was built for publication: The optimal order for the \(p\)-th moment of sums of independent random variables with respect to symmetric norms and related combinatorial estimates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2499042)