Symmetrization and decoupling of combinatorial random elements

被引:4
作者
Duembgen, L [1 ]
机构
[1] Univ Lubeck, Inst Math, D-23560 Lubeck, Germany
关键词
exponential inequality; linear rank statistic; permutation bridge; random permutation;
D O I
10.1016/S0167-7152(98)00083-2
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let Phi = (phi(if))(1 less than or equal to i,j less than or equal to n) be a random matrix whose components phi(ij) are independent stochastic processes on some index set J. Let S = Sigma(i=1)(n) phi(i Pi(i)), where Pi is a random permutation of {1,2,...,n}, independent from Phi. This random element is compared with its symmetrized version S-0 := Sigma(i=1)(n) xi(i)phi(i Pi(i)) and its decoupled version (S) over tilde := Sigma(i=1)(n) phi(<(i Pi)over tilde>(i)), where xi = (xi(i))(1 less than or equal to i less than or equal to n) is a Rademacher sequence and <(Pi)over tilde> is uniformly distributed on {1,2,...,n}(n) such that Phi, Pi, <(Pi)over tilde> and xi are independent. It is shown that for a broad class of convex functions Psi on R-J the following symmetrization and decoupling inequalities hold: [GRAPHICS] where kappa, gamma > 0 are universal constants. (C) 1998 Elsevier Science B.V. All rights reserved.
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页码:355 / 361
页数:7
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