THE DISTRIBUTION OF VECTOR-VALUED RADEMACHER SERIES

被引：16

作者：

DILWORTH, SJ ^{[1
]}

MONTGOMERYSMITH, SJ ^{[1
]}

机构：

[1] UNIV MISSOURI,DEPT MATH,COLUMBIA,MO 65211

来源：

ANNALS OF PROBABILITY | 1993年 / 21卷 / 04期

关键词：

RADEMACHER SERIES; K-FUNCTIONAL BANACH SPACE;

D O I：

10.1214/aop/1176989010

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 X = Sigma epsilon(n)x(n) be a Rademacher series with vector-valued coefficients. We obtain an approximate formula for the distribution of the random variable parallel to X parallel to in terms of its mean and a certain quantity derived from the K-functional of interpolation theory. Several applications of the formula are given.

引用

页码：2046 / 2052

页数：7

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