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arXiv 1506.02605math.PRmath.FAmath.GR
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度量半群的概率不等式和尾估计

Probability inequalities and tail estimates for metric semigroups

Apoorva Khare, Bala Rajaratnam

摘要:

本文研究了一般半群$\mathscr{G}$中尾估计的概率不等式,该半群具有一个不变度量$d_{\mathscr{G}}$。(An在泛函分析文献中,这方面的一个重要和中心的例子是$\mathscr{G}$(一个巴拿赫空间)。利用我们以前的工作[Ann.Prob.2017],将Hoffmann-Jorgensen不等式扩展到所有度量半群,我们获得了独立半群值随机变量,它们的矩和递减重排的尾估计和近似界。特别地,我们在几种情况下得到了“正确的”普适常数,推广了Johnson-Schechtman-Zinn [Ann.Prob.1985]、Hitczenko [Ann.Prob.1994]以及Hitczenko和Montgomery-Smith [Ann.Prob.2001]在巴拿赫空间文献中的结果。我们的结果也持有更普遍的,在一个非常原始的数学框架所需的状态:度量半群$\mathscr{G}$。这包括所有紧的、离散的或(连通的)阿贝尔李群。

英文摘要:

We study probability inequalities leading to tail estimates in a general semigroup $\mathscr{G}$ with a translation-invariant metric $d_{\mathscr{G}}$. (An important and central example of this in the functional analysis literature is that of $\mathscr{G}$ a Banach space.) Using our prior work [Ann. Prob. 2017] that extends the Hoffmann-Jorgensen inequality to all metric semigroups, we obtain tail estimates and approximate bounds for sums of independent semigroup-valued random variables, their moments, and decreasing rearrangements. In particular, we obtain the "correct" universal constants in several cases, extending results in the Banach space literature by Johnson-Schechtman-Zinn [Ann. Prob. 1985], Hitczenko [Ann. Prob. 1994], and Hitczenko and Montgomery-Smith [Ann. Prob. 2001]. Our results also hold more generally, in a very primitive mathematical framework required to state them: metric semigroups $\mathscr{G}$. This includes all compact, discrete, or (connected) abelian Lie groups.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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