ArticleOriginal scientific text

Title

Tail and moment estimates for sums of independent random vectors with logarithmically concave tails

Authors 1

Affiliations

  1. Institute of Mathematics, Warsaw University, Banacha 2, 02-097 Warszawa, Poland

Abstract

Let Xi be a sequence of independent symmetric real random variables with logarithmically concave tails. We consider a variable X=viXi, where vi are vectors of some Banach space. We derive approximate formulas for the tail and moments of ∥X∥. The estimates are exact up to some universal constant and they extend results of S. J. Dilworth and S. J. Montgomery-Smith [1] for the Rademacher sequence and E. D. Gluskin and S. Kwapień [2] for real coefficients.

Bibliography

  1. S. J. Dilworth and S. J. Montgomery-Smith, The distribution of vector-valued Rademacher series, Ann. Probab. 21 (1993), 2046-2052.
  2. E. D. Gluskin and S. Kwapień, Tail and moment estimates for sums of independent random variables with logarithmically concave tails, Studia Math. 114 (1995), 303-309.
  3. P. Hitczenko and S. Kwapień, On the Rademacher series, in: Probability in Banach Spaces 9, Birkhäuser, Boston, 31-36.
  4. B. Maurey, Some deviation inequalities, Geom. Funct. Anal. 1 (1991), 188-197.
  5. M. Talagrand, A new isoperimetric inequality and the concentration of measure phenomenon, in: Israel Seminar (GAFA), Lecture Notes in Math. 1469, Springer, 1991, 94-124.
Pages:
301-304
Main language of publication
English
Received
1995-11-07
Published
1996
Exact and natural sciences