TY  - JOUR
Y1  - 1998///
UR  - https://archiv.ub.uni-heidelberg.de/volltextserver/21960/
A1  - Dümbgen, Lutz
SP  - 355
ID  - heidok21960
JF  - Statistics & Probability Letters
IS  - 4
EP  - 361
KW  - Exponential Inequality
KW  -  Linear Rank Statistic
KW  -  Permutation Bridge
KW  -  Random Permutation
SN  - 0167-7152
TI  - Symmetrization and Decoupling of Combinatorial Random Elements
AV  - public
VL  - 39
N2  - Let ? = (?ij)1 ?ij?n be a random matrix whose components ?ij are independent stochastic processes on some index set T. Let S = ?i=1n?i?(i), where ? is a random permutation of {1,2, ?, n}, independent from ?. This random element is compared with its symmetrized version S0 := ?i=1n ?i?i?(i) and its decoupled version S := ?i=1n ?i?(i), where ? = (?i)1 ?i?n is a Rademacher sequence and ? is uniformly distributed on {1,2,?,n}n such that ?, ?, ? and ? are independent. It is shown that for a broad class of convex functions ? on RT the following symmetrization and decoupling inequalities hold: E?(S?ES) ? ?(kS0)E?(?(S?ES)) where ?, ? > 0 are universal constants.
ER  -