On norms in some class of exponential type Orlicz spaces of random variables

DOI10.1007/S11117-019-00729-6zbMATH Open1476.46039arXiv1709.02970OpenAlexW3100242081WikidataQ115602912 ScholiaQ115602912MaRDI QIDQ830333FDOQ830333

Krzysztof Zajkowski

Publication date: 7 May 2021

Published in: Positivity (Search for Journal in Brave)

Abstract: A new characterization of the exponential type Orlicz spaces generated by the functions $exp(|x{|}^p)-1$ ($pge1$) is given. We define norms for centered random variables belonging to these spaces. We show equivalence of these norms with the Luxemburg norms. On the example of the Hoeffding inequality we present some application of these norms in a probabilistic context.

Full work available at URL: https://arxiv.org/abs/1709.02970

zbMATH Keywords

Hoeffding inequalityLuxemburg normsconvex conjugatesOrlicz spaces of exponential type

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• High-Dimensional Probability
• Probability Inequalities for Sums of Bounded Random Variables
• Asymptotic Geometric Analysis, Part I
• Centroid bodies and the logarithmic Laplace transform - A unified approach
• Weighted sums of certain dependent random variables
• Propriétés locales des fonctions à séries de Fourier aléatoires
• $𝜓_{𝛼}$-estimates for marginals of log-concave probability measures
• On the isotropic constant of random polytopes with vertices on an \(\ell_p\)-sphere
• The curse of dimensionality for numerical integration on general domains

Cited In (10)

• Title not available (Why is that?)
• Optimal Algorithms for Stochastic Complementary Composite Minimization
• Characterizations of \(B\)-valued concentration inequalities via the Rademacher type
• Weighted strong laws of large numbers on variable exponent vector-valued Lebesgue spaces
• Abstract \(E(L_ \varphi)\) spaces
• On the strong law of large numbers for \(\phi \)-sub-Gaussian random variables
• The optimal order for the \(p\)-th moment of sums of independent random variables with respect to symmetric norms and related combinatorial estimates
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Orlicz norms of sequences of random variables 👍 👎
• Norm estimates for random polynomials on the scale of Orlicz spaces 👍 👎
• On the rate of convergence of certain random series in terms of norms of Orlicz spaces 👍 👎
• On the exponential inequalities for widely orthant-dependent random variables 👍 👎

This page was built for publication: On norms in some class of exponential type Orlicz spaces of random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q830333)