Cramér transform of Rademacher series
نویسندگان
چکیده
منابع مشابه
Rademacher series and decoupling
We study decoupling in quasi-Banach spaces. We show that decoupling is permissible in some quasi-Banach spaces (e.g., Lp and Lp/Hp when 0 < p < 1) but fails in other spaces such as the Schatten ideal Sp when 0 < p < 1. We also relate our ideas to a possible extension of the Grothendieck inequality.
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Let X = ε n x n be a Rademacher series with vector-valued coefficients. We obtain an approximate formula for the distribution of the random variable ||X|| in terms of its mean and a certain quantity derived from the K-functional of interpolation theory. Several applications of the formula are given. In [6] the second-named author calculated the distribution of a scalar Rademacher series ε n a n...
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ژورنال
عنوان ژورنال: Positivity
سال: 2014
ISSN: 1385-1292,1572-9281
DOI: 10.1007/s11117-014-0313-5