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

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

Authors: 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

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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)

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Cited In (20)

• Equivalence between tails, grand Lebesgue spaces and Orlicz norms for random variables without Cramer's condition
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• Optimal Algorithms for Stochastic Complementary Composite Minimization
• Norms of sub-exponential random vectors
• New results on mixture and exponential models by Orlicz spaces
• Martingale inequalities in exponential Orlicz spaces
• On the distribution of random variables corresponding to Musielak-Orlicz norms
• Characterizations of \(B\)-valued concentration inequalities via the Rademacher type
• On the comparison of the Marcinkiewicz and Luxemburg norms of the exponential space
• Weighted strong laws of large numbers on variable exponent vector-valued Lebesgue spaces
• Abstract \(E(L_ \varphi)\) spaces
• Orlicz norms of sequences of random variables
• 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
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• Exponential Rosenthal and Marcinkiewicz-Zygmund inequalities
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• Connection between weighted tail, Orlicz, Grand Lorentz and Grand Lebesgue norms

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