Two-sided estimates for order statistics of log-concave random vectors
Probability
2020-10-27 v1
Abstract
We establish two-sided bounds for expectations of order statistics (-th maxima) of moduli of coordinates of centered log-concave random vectors with uncorrelated coordinates. Our bounds are exact up to multiplicative universal constants in the unconditional case for all and in the isotropic case for . We also derive two-sided estimates for expectations of sums of largest moduli of coordinates for some classes of random vectors.
Keywords
Cite
@article{arxiv.1901.01587,
title = {Two-sided estimates for order statistics of log-concave random vectors},
author = {Rafał Latała and Marta Strzelecka},
journal= {arXiv preprint arXiv:1901.01587},
year = {2020}
}
Comments
25 pages