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2 votes
2 answers
189 views

Elementary convexity example

I'm trying to check that certain examples of Young functions in the harmonic analysis literature are actually Young functions, and in doing so need to prove the following convexity-like inequality for ...
3 votes
1 answer
355 views

Hölder inequality between different Orlicz spaces

If we have a product of functions $fg$ with $f\in L^r$ and $g\in L^s$ for some $s,r>1$ satisfying $1/r+1/s=1$, then we know that $fg\in L^1$. But if $g$ is a little bit more than $L^s$, say $L^s \...
2 votes
0 answers
182 views

Lyapounov's inequality for Orlicz norms

When a sequence $f \in \ell_1$, there is a very simple bound on its $\ell_q$-norms given by $\|f\|_q^q \leq \|f\|_1 \cdot \|f\|_\infty^{q-1}$. This inequality is a special (or rather limit) case of ...
3 votes
1 answer
423 views

Hoeffding to bound Orlicz norm

I have been reading from Weak Convergence and Empirical Processes, and came across the following: Let $a_1,\ldots,a_n$ be constants and $\epsilon_1,\ldots,\epsilon_n\sim$Rademacher. Then $\mathbb{P}...