Article ID Journal Published Year Pages File Type
1152978 Statistics & Probability Letters 2013 5 Pages PDF
Abstract

We prove the Kahane contraction principle for the tail probabilities of linear combinations of a finite exchangeable system of random variables. Our note goes back to the maximum inequalities for permutations developed by Steinitz, Garsia, Nikishin, Maurey and Pisier, and Kashin having applications in analysis and function theory. The result seems to be new, even in the case of reals.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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