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Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers

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  • Chobanyan, S.
  • Levental, S.

Abstract

We prove the Kahane contraction principle for the tail probabilities of linear combinations of a finite exchangeable system of random variables. Our note goes back to the maximum inequalities for permutations developed by Steinitz, Garsia, Nikishin, Maurey and Pisier, and Kashin having applications in analysis and function theory. The result seems to be new, even in the case of reals.

Suggested Citation

  • Chobanyan, S. & Levental, S., 2013. "Contraction principle for tail probabilities of sums of exchangeable random vectors with multipliers," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1720-1724.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:7:p:1720-1724
    DOI: 10.1016/j.spl.2013.03.008
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    References listed on IDEAS

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    1. Levental, Shlomo, 2000. "Permutations, signs and the Brownian bridge," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 271-276, February.
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