Probability inequalities for strongly left-invariant metric semigroups/monoids, including all Lie groups

arXiv2307.03125MaRDI QIDQ6442865FDOQ6442865

Authors: Apoorva Khare 

Publication date: 6 July 2023

Abstract: Recently, a general version of the Hoffmann-Jorgensen inequality was shown jointly with Rajaratnam [Ann. Probab. 2017], which (a) improved the result even for real-valued variables, but also (b) simultaneously unified and extended several versions in the Banach space literature, including that by Hitczenko and Montgomery-Smith [Ann. Probab. 2001], as well as special cases and variants of results by Johnson-Schechtman [Ann. Probab. 1989] and Klass-Nowicki [Ann. Probab. 2000], in addition to the original versions by Kahane and Hoffmann-Jorgensen. Moreover, our result with Rajaratnam was in a primitive framework: over all semigroups with a bi-invariant metric; this includes Banach spaces as well as compact and abelian Lie groups. In this note we show the result even more generally: over every semigroup $mathscrG$ with a strongly left- (or right-)invariant metric. We also prove some applications of this inequality over such $mathscrG$, extending Banach space-valued versions by Hitczenko and Montgomery-Smith [Ann. Probab. 2001] and by Hoffmann-Jorgensen [Studia Math. 1974]. Furthermore, we show several other stochastic inequalities - by Ottaviani-Skorohod, Mogul'skii, and Levy-Ottaviani - as well as Levy's equivalence, again over $mathscrG$ as above. This setting of generality for $mathscrG$ subsumes not only semigroups with bi-invariant metric (thus extending the previously shown results), but it also means that these results now hold over all Lie groups (equipped with a left-invariant Riemannian metric). We also explain why this primitive setting of strongly left/right-invariant metric semigroups $mathscrG$ is equivalent to that of left/right-invariant metric monoids $mathscr{G}_{c}irc$: each such $mathscrG$ embeds in some $mathscr{G}_{c}irc$.

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Inequalities; stochastic orderings (60E15)

This page was built for publication: Probability inequalities for strongly left-invariant metric semigroups/monoids, including all Lie groups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6442865)