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7 votes
1 answer
423 views

Best constant in comparison between Rademacher and gaussian averages?

Let $(g_k)$ be a sequence of independent standard gaussians variables on a fixed probability space $\Omega$. Let $(\epsilon_k)$ be a sequence of independent rademacher variables. What is the best ...
BigBill's user avatar
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6 votes
1 answer
453 views

The typical size of a random element in a Banach space

Let $X$ be a separable Banach space, and let $\mathbb P$ be a Radon probability measure on $X$ with zero mean and covariance operator $K : X^* \to X$. Let $x$ be an $X$-valued random variable with ...
Tom LaGatta's user avatar
  • 8,512