The optimal order for the p-th moment of sums of independent random variables with respect to symmetric norms and related combinatorial estimates
From MaRDI portal
Publication:2499042
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.
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
Cites work
- scientific article; zbMATH DE number 4024049 (Why is no real title available?)
- scientific article; zbMATH DE number 4061944 (Why is no real title available?)
- scientific article; zbMATH DE number 44588 (Why is no real title available?)
- scientific article; zbMATH DE number 3626044 (Why is no real title available?)
- scientific article; zbMATH DE number 3640339 (Why is no real title available?)
- scientific article; zbMATH DE number 1216173 (Why is no real title available?)
- scientific article; zbMATH DE number 1182678 (Why is no real title available?)
- scientific article; zbMATH DE number 1973925 (Why is no real title available?)
- scientific article; zbMATH DE number 3095897 (Why is no real title available?)
- $BMO_ψ$-spaces and applications to extrapolation theory
- Approximation properties for noncommutative \(L_p\)-spaces associated with discrete groups
- Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
- Doobs inequality for non-commutative martingales
- Generalized s-numbers of -measurable operators
- Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces
- Measuring the magnitude of sums of independent random variables
- Non-commutative Banach function spaces
- Noncommutative Burkholder/Rosenthal inequalities
- Notes on non-commutative integration
- On a domination of sums of random variables by sums of conditionally independent ones
- On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
- Orlicz norms of sequences of random variables
- Rearrangement invariant norms of symmetric sequence norms of independent sequences of random variables
- Sums of independent random variables in rearrangement invariant function spaces
- Uniform convexity of unitary ideals
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
- Symmetric quasi-norms of sums of independent random variables in symmetric function spaces with the Kruglov property
- Rosenthal’s inequalities: ${\Delta }$-norms and quasi-Banach symmetric sequence spaces
- 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)