Related papers: Norms of sub-exponential random vectors
The variance conjecture in Asymptotic Convex Geometry stipulates that the Euclidean norm of a random vector uniformly distributed in a (properly normalised) high-dimensional convex body $K\subset {\mathbb R}^n$ satisfies a Poincar\'e-type…
We improve and expand in two directions the theory of norms on complex matrices induced by random vectors. We first provide a simple proof of the classification of weakly unitarily invariant norms on the Hermitian matrices. We use this to…
Poincar\'{e}-Sobolev-type inequalities involving rearrangement-invariant norms on the entire $\mathbb{R}^n$ are provided. Namely, inequalities of the type $\|u-P\|_{Y(\mathbb{R}^n)}\leq C\|\nabla^m u\|_{X(\mathbb{R}^n)}$, where $X$ and $Y$…
We introduce and initiate the study of new parameters associated with any norm and any log-concave measure on $\mathbb R^n$, which provide sharp distributional inequalities. In the Gaussian context this investigation sheds light to the…
In this paper we study the (strong) Leibniz property of centered moments of bounded random variables. We shall answer a question raised by M. Rieffel on the non-commutative standard deviation.
The norm in classical Sobolev spaces can be expressed as a difference quotient. This expression can be used to generalize the space to the fractional smoothness case. Because the difference quotient is based on shifting the function, it…
Power-law uniform (in the operator norm) convergence on vector subspaces with their own norms in von Neumann's ergodic theorem with continuous time is considered. All possible exponents of the considered power-law convergence are found; for…
We consider a left-invariant (sub-)Lorentzian structure on a Lie group. We assume that this structure is defined by a closed convex salient cone in the corresponding Lie algebra and a continuous antinorm associated with this cone. We derive…
Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…
Given a normalized Orlicz function $M$ we provide an easy formula for a distribution such that, if $X$ is a random variable distributed accordingly and $X_1,...,X_n$ are independent copies of $X$, then the expected value of the p-norm of…
A few matrix-vector multiplications with random vectors are often sufficient to obtain reasonably good estimates for the norm of a general matrix or the trace of a symmetric positive semi-definite matrix. Several such probabilistic…
There are investigated problems connected with local and boundary properties of Orlicz--Sobolev classes of finite distortion which are actively studied last time. It is showed that, a locally uniform limit of local homeomorphisms of…
We prove in this article that every Borelian measure, for example, the distribution of a random variable, in separable Banach space has a support which is compact embedded Banach subspace; and prove that if the norm of the random variable…
We introduce a hierarchy of degree structures between the Medvedev and Muchnik lattices which allow varying amounts of non-uniformity. We use these structures to introduce the notion of the uniformity of a Muchnik reduction, which expresses…
In this paper we define bicomplex Orlicz space with hyperbolic valued Luxemburg norm and discussed some of their properties. We have also partially characterize an integral representation of a $\mathbb{D}$-valued convex function. Further we…
The criterion for a point in the unit ball to be a strongly exposed point is given. The necessity and sufficiency conditions for Orlicz-Lorentz spaces to possess strongly exposed property are given. Besides, some useful methods are obtained…
We introduce a new type of norm for ordered vector spaces majorized by a proper (convex) cone that generalizes the notions of order unit norm and base norm. Then we give sufficient conditions to ensure its completeness. In the case of…
Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…
We present a new rigorous approach based on Orlicz spaces for the description of the statistics of large regular statistical systems, both classical and quantum. This approach has the advantage that statistical mechanics is much better…
We are interested in the behavior of particular functionals, in a framework where the only source of randomness is a sampling without replacement. More precisely the aim of this short note is to prove an exponential concentration inequality…