Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152978 | Statistics & Probability Letters | 2013 | 5 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
S. Chobanyan, S. Levental,