L₁-norm of combinations of products of independent random variables

DOI10.1007/S11856-014-1076-1zbMATH Open1350.60012arXiv1305.4406OpenAlexW2063502836MaRDI QIDQ476504FDOQ476504

Rafał Latała

Publication date: 2 December 2014

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Abstract: We show that $L_1$-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. nonnegative mean one random variables is comparable to $l_1$-norm of coefficients.

Full work available at URL: https://arxiv.org/abs/1305.4406

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zbMATH Keywords

independent random variables\(L_1\)-norm

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15)

Cites Work

• Random difference equations and renewal theory for products of random matrices
• On the strong type multiplier norms of rational functions in several variables
• Title not available (Why is that?)
• Endomorphismes des idéaux fermés de $L^1,(G)$, classes de Hardy et séries de Fourier lacunaires

Cited In (11)

• The norm of products of free random variables
• Rio-type inequality for the expectation of products of random variables
• Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables
• Bounds on moments of weighted sums of finite Riesz products
• Weak $L^{1}$ norms of random sums
• Orlicz norms of sequences of random variables
• On the continuity of Fourier multipliers on the homogeneous Sobolev spaces \(\dot{W}_1^1(R^d)\)
• Large deviations for the largest eigenvalue of Rademacher matrices
• Around Nemirovski’s inequality
• An inequality for \(L_ p\)-norms with respect to the multivariate normal distribution
• Title not available (Why is that?)

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