Timeline for Bound for a conditional expectation
Current License: CC BY-SA 4.0
7 events
when toggle format | what | by | license | comment | |
---|---|---|---|---|---|
Aug 15, 2018 at 12:01 | comment | added | Iosif Pinelis | Haagerup mainly avoided the terminology of random variables (r.v.'s). In particular, instead of Rademacher r.v.'s, he used Rademacher functions. He apparently did not explicitly used normal r.v.'s. However, the two kinds of terminology, the analytical and probabilistic ones, are easily translatable into each other. In particular, it is not hard to see that the constant $B_p$ for $p\ge2$ in Haagerup's paper equals $(\mathsf{E}\,|Z|^p)^{1/p}$, where $Z\sim N(0,1)$. | |
Aug 15, 2018 at 1:20 | comment | added | user124297 | Haagerup inequality is for the Rademacher r.v., can you please elaborate how you get normal vector on the right hand side. Thank you. | |
Jun 6, 2018 at 0:26 | comment | added | Iosif Pinelis | @user124297 : If the setting is different from the one described in my answer, then the argument will not hold without adjustment. | |
Jun 5, 2018 at 19:39 | comment | added | user124297 | Thank you for your answer. I have gotten curious now- if $r_i$ and $\varepsilon_i$ are not dependent. Say, we would like to bound $\sum_{I=1}^na_ir_i$, under condition on $r_i$. Would the same procedure work? Thank you. | |
Jun 4, 2018 at 2:30 | vote | accept | user124297 | ||
Jun 4, 2018 at 2:20 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
added 2 characters in body
|
Jun 4, 2018 at 2:15 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |