English

Multidimensional probability inequalities via spherical symmetry

Probability 2022-10-14 v2

Abstract

Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the ppth absolute moments of real-valued random variables into the corresponding identities and inequalities for the ppth moments of the norms of random vectors in Hilbert spaces. Particular results include the following: (i) an expression of the ppth moment of the norm of such a random vector XX in terms of the characteristic functional of XX; (ii) an extension of a previously obtained von~Bahr--Esseen-type inequality for real-valued random variables with the best possible constant factor to random vectors in Hilbert spaces, still with the best possible constant factor; (iii) an extension of a previously obtained inequality between measures of "contrast between populations" and "spread within populations" to random vectors in Hilbert spaces.

Keywords

Cite

@article{arxiv.2210.04391,
  title  = {Multidimensional probability inequalities via spherical symmetry},
  author = {Iosif Pinelis},
  journal= {arXiv preprint arXiv:2210.04391},
  year   = {2022}
}

Comments

11 pages. A few typos have been fixed

R2 v1 2026-06-28T03:06:49.839Z