In: Statistics & Probability Letters, 39 (1998), Nr. 4. S. 355-361. ISSN 0167-7152
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Abstract
Let Φ = (φij)1 ⩽ij⩽n be a random matrix whose components φij are independent stochastic processes on some index set T. Let S = ∑i=1nφiπ(i), where Π is a random permutation of {1,2, …, n}, independent from Φ. This random element is compared with its symmetrized version S0 := ∑i=1n ξiφiπ(i) and its decoupled version S := ∑i=1n φiπ(i), where ξ = (ξi)1 ⩽i⩽n is a Rademacher sequence and Π is uniformly distributed on {1,2,…,n}n such that Φ, Π, Π and ξ are independent. It is shown that for a broad class of convex functions Ψ on RT the following symmetrization and decoupling inequalities hold: EΨ(S−ES) ⩽ Ψ(kS0)EΨ(γ(S−ES)) where κ, γ > 0 are universal constants.
Dokumententyp: | Artikel |
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Titel der Zeitschrift: | Statistics & Probability Letters |
Band: | 39 |
Nummer: | 4 |
Erstellungsdatum: | 09 Okt. 2016 16:27 |
Erscheinungsjahr: | 1998 |
ISSN: | 0167-7152 |
Seitenbereich: | S. 355-361 |
Institute/Einrichtungen: | Fakultät für Mathematik und Informatik > Institut für Mathematik |
DDC-Sachgruppe: | 310 Statistik |
Freie Schlagwörter: | Exponential Inequality, Linear Rank Statistic, Permutation Bridge, Random Permutation |
Schriftenreihe: | Beiträge zur Statistik > Reports |