The Distribution of Vector-Valued Rademacher Series
Dilworth, S. J. ; Montgomery-Smith, S. J.
Ann. Probab., Tome 21 (1993) no. 4, p. 2046-2052 / Harvested from Project Euclid
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.
Publié le : 1993-10-14
Classification:  Rademacher series,  $K$-functional Banach space,  46B20,  60B11,  60G50
@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/