Two-sided estimates for order statistics of log-concave random vectors

DOI10.1007/978-3-030-46762-3_3MaRDI QIDQ5115962zbMATH OpenOpenAlexFDO

Authors Rafał Latała, Marta Strzelecka

Publication date 21 August 2020

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.01587

zbMATH Keywords

log-concave random vectors

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Abstract: We establish two-sided bounds for expectations of order statistics ($k$-th maxima) of moduli of coordinates of centered log-concave random vectors with uncorrelated coordinates. Our bounds are exact up to multiplicative universal constants in the unconditional case for all $k$ and in the isotropic case for $kleqn-c{n}^{5/6}$. We also derive two-sided estimates for expectations of sums of $k$ largest moduli of coordinates for some classes of random vectors.

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• Chevet-type inequalities for subexponential Weibull variables and estimates for norms of random matrices

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