Related papers: Norms of sub-exponential random vectors
A new characterization of the exponential type Orlicz spaces generated by the functions $\exp(|x|^p)-1$ ($p\ge 1$) is given. We define norms for centered random variables belonging to these spaces. We show equivalence of these norms with…
We present examples of $p$-sub-exponential random variables for any positive $p$. We prove two types of concentration of standard $p$-norms ($2$-norm is the Euclidean norm) of random vectors with independent $p$-sub-exponential coordinates…
We prove decoupling inequalities for random polynomials in independent random variables with coefficients in vector space. We use various means of comparison, including rearrangement invariant norms (e.g., Orlicz and Lorentz norms), tail…
We provide necessary and sufficient conditions for the coincidence, up to equivalence of the norms, between strong and weak Orlicz spaces. Roughly speaking, this coincidence holds true only for the so-called exponential spaces. We find also…
We establish uniform estimates for order statistics of sequences of independent identically distributed random variables with log-concave distribution in terms of Orlicz norms associated with the distribution function of the random…
The aim of this paper is investigating of Orlicz spaces with exponential function and correspondence Orlicz norm: we introduce some new equivalent norms, obtain the tail characterization, study the product of functions in Orlicz spaces etc.…
Characterizations are given for 1-complemented hyperplanes of strictly monotone real Lorentz spaces and 1-complemented finite codimensional subspaces (which contain at least one basis element) of real Orlicz spaces equipped with either…
We characterize norm one complemented subspaces of Orlicz sequence spaces $\ell_M$ equipped with either Luxemburg or Orlicz norm, provided that the Orlicz function $M$ is sufficiently smooth and sufficiently different from the square…
In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.
We prove uniform estimates for the expected value of averages of order statistics of bivariate functions in terms of their largest values by a direct analysis. As an application, uniform estimates for the expected value of averages of order…
The empirical Orlicz norm based on a random sample is defined as a natural estimator of the Orlicz norm of a univariate probability distribution. A law of large numbers is derived under minimal assumptions. The latter extends readily to a…
The main aim of this work is to give a general approach to the celebrated Kahane-Salem-Zygmund inequalities. We prove estimates for exponential Orlicz norms of averages $\sup_{1\le j \leq N} \big |\sum_{1 \leq i \leq K}\gamma_i(\cdot)…
We study the expected value of support functions of random polytopes in a certain direction, where the random polytope is given by independent random vectors uniformly distributed in an isotropic convex body. All results are obtained by an…
Orlicz-Lorentz spaces provide a common generalization of Orlicz spaces and Lorentz spaces. They have been studied by many authors, including Masty\l o, Maligranda, and Kami\'nska. In this paper, we consider the problem of comparing the…
Certain inequalities between the values of the modular and the norm in the Orlicz spaces are established. These inequalities are applied then to the theory of solvability of nonlinear integral equations of Hammerstein type.
We show that the minimal discrepancy of a point set in the $d$-dimensional unit cube with respect to Orlicz norms can exhibit both polynomial and weak tractability. In particular, we show that the $\psi_\alpha$-norms of exponential Orlicz…
We investigate the convergence of series of random variables with second exponential moments. We give sufficient conditions for the convergence of these series with respect to an exponential Orlicz norm and almost surely. Applying this…
In this article, we show that Orlicz-Lorentz spaces $\ell^n_{M,a}$, $n\in\mathbb N$ with Orlicz function $M$ and weight sequence $a$ are uniformly isomorphic to subspaces of $L_1$ if the norm $\|\cdot\|_{M,a}$ satisfies certain Hardy-type…
In Orlicz spaces generated by convex Orlicz functions a family of norms generated by some lattice norms in $\mathbb{R}^{2}$ are defined and studied. This family of norms includes the family of the p-Amemiya norms ($1\leq p\leq\infty$)…
Let X be a linear space over K, K=R or K=C and let for n>1 \rho_i be s-convex semimodular defined on X for any i\in{1,...,n-1}. Put \rho=\max_{1\leq i \leq n-1}\{\rho_i\} and X_{\rho}= { x \in X: \rho(dx) < \infty for some d > 0 }. In this…