Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers
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.
Year of publication: |
2013
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Authors: | Chobanyan, S. ; Levental, S. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 7, p. 1720-1724
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Publisher: |
Elsevier |
Subject: | Contraction principle | Exchangeable random vectors |
Saved in:
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