Multidimensional probability inequalities via spherical symmetry
Abstract
Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the th absolute moments of real-valued random variables into the corresponding identities and inequalities for the th moments of the norms of random vectors in Hilbert spaces. Particular results include the following: (i) an expression of the th moment of the norm of such a random vector in terms of the characteristic functional of ; (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.
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