Dimensionality reduction in extremal problems for moments of linear combinations of vectors with random coefficients

被引:0
|
作者
Pinelis, I [1 ]
机构
[1] Michigan Technol Univ, Dept Math Sci, Houghton, MI 49931 USA
关键词
Khinchine inequality; exact probability inequalities; extremal problems; extreme points; exact comparison inequalities; Rademacher sums; linear combinations of vectors with random coefficients; moments;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
It is shown that sup{Ephi (\\Sigma(i=1)(n) xiiXi\\(2)) : x(i) epsilon H, Sigma(i=1)(n)\\x(i)\\(2) = B-2} does not depend on dim H greater than or equal to 1, where (H, \\(.)\\) is a Hilbert space, W is any convex function, and are any (real-valued) random variables. An immediate corollary is the following vector extension of the Whittle-Haagerup inequality: let xi(1),...,xi(n) be independent Rademacher random variables, and let x1,..., x, be vectors in H; then E \\Sigma(i=1)(n) epsilon(i)x(i)\\(p) less than or equal to E\v\(p) (Sigma(i=1)(n) \\x(i)\\(2))(p/2) For Allp greater than or equal to 2, where v similar to N(0, 1). Dimensionality reduction in the case when all the lengths \\x(i)\\ are fixed is also considered. Open problems are stated.
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页码:169 / 185
页数:17
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