Uniform estimates for order statistics and Orlicz functions

DOI10.1007/S11117-010-0107-3MaRDI QIDQ427265zbMATH OpenOpenAlexFDO

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

Publication date 13 June 2012

Published in Positivity (Search for Journal in Brave)

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

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)

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.

Recommendations

• Estimating averages of order statistics of bivariate functions
• Estimates for order statistics in terms of quantiles
• Uniform estimates for averages of order statistics of matrices
• scientific article; zbMATH DE number 3876409
• Orlicz norms of sequences of random variables

Cites work

• scientific article; zbMATH DE number 49622 (Why is no real title available?)
• scientific article; zbMATH DE number 50401 (Why is no real title available?)
• scientific article; zbMATH DE number 3563703 (Why is no real title available?)
• scientific article; zbMATH DE number 3244317 (Why is no real title available?)
• A simple proof of the restricted isometry property for random matrices
• Compressed sensing
• Compressed sensing and best \(k\)-term approximation
• Condition numbers of random matrices
• Gaussian averages of interpolated bodies and applications to approximate reconstruction
• Gaussian version of a theorem of Milman and Schechtman
• Generalizing the Johnson--Lindenstrauss lemma to \(k\)-dimensional affine subspaces
• Geometry of spaces between polytopes and related zonotopes
• Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables
• Lower estimates for the singular values of random matrices
• Majorization of Gaussian processes and geometric applications
• Minima of sequences of Gaussian random variables
• On the minimum of several random variables
• Order Statistics
• Orlicz norms of sequences of random variables
• Random Euclidean sections of some classical Banach spaces
• Rearrangement invariant norms of symmetric sequence norms of independent sequences of random variables
• Reconstruction and subgaussian operators in asymptotic geometric analysis
• Relations, bounds and approximations for order statistics
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Spaces with Large Distance to ℓ n ∞ and Random Matrices
• The optimal order for the \(p\)-th moment of sums of independent random variables with respect to symmetric norms and related combinatorial estimates

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
• Minima of sequences of Gaussian random variables
• On the expectation of operator norms of random matrices
• 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

This page was built for publication: Uniform estimates for order statistics and Orlicz functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q427265)