Order of magnitude bounds for expectations of $\Delta_2$-functions of nonnegative random bilinear forms and generalized $U$-statistics
Klass, Michael J. ; Nowicki, Krzysztof
Ann. Probab., Tome 25 (1997) no. 4, p. 1471-1501 / Harvested from Project Euclid
Let $X_1, Y_1, Y_2, \dots, X_n, Y_n$ be independent nonnegative rv’s and let $\{b_{ij}\}_{1 \leq i, j \leq n}$ be an array of nonnegative constants. We present a method of obtaining the order of magnitude of $$E \Phi (\sum_{1 \leq i, j \leq n} b_{ij} X_i Y_j),$$ for any such ${X_i}, {Y_j}$ and ${b_{ij}}$ and any nondecreasing function $\Phi$ on $[0, \infty)$ with $\Phi (0) = 0$ and satisfying a $\Delta_2$ growth condition. Furthermore, this technique is extended to provide the order of magnitude of $$E \Phi (\sum_{1 \leq i, j \leq n} f_{ij} (X_i Y_j)),$$ where ${f_{ij} (x, y)}_{1 \leq i, j \leq n}$ is any array of nonnegative functions. ¶ For arbitrary functions ${g_{ij} (x, y)}_{1 \leq i \neq j \leq n}$, the aforementioned approximation enables us to identify the order of magnitude of $$E \Phi (|\sum_{1 \leq i \not= j \leq n} g_{ij} (X_i Y_j)|),$$ whenever decoupling results and Khintchine-type inequalities apply, such as $\Phi$ is convex, $\mathscr{L} (g_{ij}(X_i, X_j)) = \mathscr{L}(g_{ij}(X_j, X_i))$ and $Eg_{ij}(X_i, x) \equiv 0$ for all $x$ in the range of $X_j$.
Publié le : 1997-07-14
Classification:  Expectations of functions,  generalized $U$-statistics,  nonnegative rv's,  random bilinear forms,  60E15,  60F25,  60G50
@article{1024404521,
     author = {Klass, Michael J. and Nowicki, Krzysztof},
     title = {Order of magnitude bounds for expectations of
 $\Delta\_2$-functions of nonnegative random bilinear forms and generalized
 $U$-statistics},
     journal = {Ann. Probab.},
     volume = {25},
     number = {4},
     year = {1997},
     pages = { 1471-1501},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1024404521}
}
Klass, Michael J.; Nowicki, Krzysztof. Order of magnitude bounds for expectations of
 $\Delta_2$-functions of nonnegative random bilinear forms and generalized
 $U$-statistics. Ann. Probab., Tome 25 (1997) no. 4, pp.  1471-1501. http://gdmltest.u-ga.fr/item/1024404521/