Abstract
Let $X = \sum\varepsilon_nx_n$ be a Rademacher series with vector-valued coefficients. We obtain an approximate formula for the distribution of the random variable $\|X \|$ in terms of its mean and a certain quantity derived from the $K$-functional of interpolation theory. Several applications of the formula are given.
Citation
S. J. Dilworth. S. J. Montgomery-Smith. "The Distribution of Vector-Valued Rademacher Series." Ann. Probab. 21 (4) 2046 - 2052, October, 1993. https://doi.org/10.1214/aop/1176989010
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