THE DISTRIBUTION OF VECTOR-VALUED RADEMACHER SERIES

被引：16
|
作者：
DILWORTH, SJ [1 ]
MONTGOMERYSMITH, SJ [1 ]
机构：
[1] UNIV MISSOURI,DEPT MATH,COLUMBIA,MO 65211
来源：
ANNALS OF PROBABILITY | 1993年 / 21卷 / 04期
关键词：
RADEMACHER SERIES; K-FUNCTIONAL BANACH SPACE;
D O I：
10.1214/aop/1176989010
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let X = Sigma epsilon(n)x(n) be a Rademacher series with vector-valued coefficients. We obtain an approximate formula for the distribution of the random variable parallel to X parallel to in terms of its mean and a certain quantity derived from the K-functional of interpolation theory. Several applications of the formula are given.
引用
收藏
页码：2046 / 2052
页数：7
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