For a given sequence of real numbers $ a_ {1},\dots, a_ {n} $, we denote the $ k $ th smallest one by ${k\mbox {-}\min} _ {1\leq i\leq n} a_ {i} $. Let $\mathcal {A} $ be a class of …
We prove sharp bounds for the expectation of the supremum of the Gaussian process indexed by the intersection of Bpn with ρBqn for 1⩽ p, q⩽∞ and ρ> 0, and by the …
Let X_i,j, i,j=1,...,n, be independent, not necessarily identically distributed random variables with finite first moments. We show that the norm of the random matrix (X_i,j)_i,j=1^n is up to a …
O Guédon, A Hinrichs, AE Litvak, J Prochno - Geometric Aspects of …, 2017 - Springer
On the Expectation of Operator Norms of Random Matrices | SpringerLink Skip to main content Advertisement SpringerLink Account Menu Find a journal Publish with us Track your research …
SV Astashkin, FA Sukochev - Journal of Mathematical Analysis and …, 2014 - Elsevier
Let 1⩽ p< 2 and let L p= L p [0, 1] be the classical L p-space of all (classes of) p-integrable functions on [0, 1]. It is known that any subspace in L p spanned by a sequence of …
We study geometric parameters associated with the Banach spaces (R n,‖·‖ k, q) normed by‖ x‖ k, q=(∑ 1⩽ i⩽ k|〈 x, ai〉|∗ q) 1/q, where {ai} i⩽ N is a given sequence of N points in …
Abstract Let X 1, X 2,…, X n be a sequence of independent random variables, let M be a rearrangement invariant space on the underlying probability space, and let N be a …
S Mendelson - Mathematische Annalen, 2008 - Springer
Let F be a class of functions on a probability space (Ω, μ) and let X 1,..., X k be independent random variables distributed according to μ. We establish an upper bound that holds with …
We prove two-sided Chevet-type inequalities for independent symmetric Weibull random variables with shape parameter $ r\in [1, 2] $. We apply them to provide two-sided estimates …