Let $X = \sum\varepsilon_nx_n$ be a Rademacher series with vector-valued coefficients. We obtain an approximate formula for the distribution of the random variable $\|X \|$ in terms of its mean and a certain quantity derived from the $K$-functional of interpolation theory. Several applications of the formula are given.
@article{1176989010,
author = {Dilworth, S. J. and Montgomery-Smith, S. J.},
title = {The Distribution of Vector-Valued Rademacher Series},
journal = {Ann. Probab.},
volume = {21},
number = {4},
year = {1993},
pages = { 2046-2052},
language = {en},
url = {http://dml.mathdoc.fr/item/1176989010}
}
Dilworth, S. J.; Montgomery-Smith, S. J. The Distribution of Vector-Valued Rademacher Series. Ann. Probab., Tome 21 (1993) no. 4, pp. 2046-2052. http://gdmltest.u-ga.fr/item/1176989010/