Uniform estimates for order statistics and Orlicz functions

DOI10.1007/S11117-010-0107-3zbMATH Open1263.62090arXiv0809.2989OpenAlexW1976595094MaRDI QIDQ427265FDOQ427265

Authors: Yehoram Gordon, Alexander E. Litvak, Carsten Schütt, Elisabeth M. Werner 

Publication date: 13 June 2012

Published in: Positivity (Search for Journal in Brave)

Abstract: We establish uniform estimates for order statistics of sequences of independent identically distributed random variables with log-concave distribution in terms of Orlicz norms associated with the distribution function of the random variables.

Full work available at URL: https://arxiv.org/abs/0809.2989

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zbMATH Keywords

momentsexpectationsOrlicz normsnormal distributionsexponential distributions

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Order statistics; empirical distribution functions (62G30) Probabilistic methods in Banach space theory (46B09)

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Cited In (12)

• Order statistics of vectors with dependent coordinates, and the Karhunen-Loève basis
• Probabilistic estimates for tensor products of random vectors
• Uniform estimates for averages of order statistics of matrices
• On the expectation of operator norms of random matrices
• Minima of sequences of Gaussian random variables
• Two-sided estimates for order statistics of log-concave random vectors
• Estimating averages of order statistics of bivariate functions
• Uniform normal approximation orders for families of dominated measures
• On the geometry of random convex sets between polytopes and zonotopes
• Mean width of random perturbations of random polytopes
• Estimates for order statistics in terms of quantiles
• Estimating support functions of random polytopes via Orlicz norms

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