HYPERCONTRACTION METHODS IN MOMENT INEQUALITIES FOR SERIES OF INDEPENDENT RANDOM-VARIABLES IN NORMED SPACES

被引：17

作者：

KWAPIEN, S ^{[1
]}

SZULGA, J ^{[1
]}

机构：

[1] AUBURN UNIV,DEPT ALGEBRA COMBINATOR & ANAL,AUBURN,AL 36849

来源：

ANNALS OF PROBABILITY | 1991年 / 19卷 / 01期

关键词：

RANDOM SERIES; MOMENT INEQUALITIES; HYPERCONTRACTION; NORMED SPACES;

D O I：

10.1214/aop/1176990550

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：

We prove that if (theta-k) is a sequence of i.i.d. real random variables then, for 1 < q < p, the linear combinations of (theta-k) have comparable pth and qth moments if and only if the joint distribution of (theta-k) is (p, q)-hypercontractive. We elaborate hypercontraction methods in a new proof of the inequality. [GRAPHICS] where (X(i)) is a sequence of independent zero-mean random variables with values in a normed space, and C(p) almost-equal-to p/ln p.

引用

页码：369 / 379

页数：11

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