The Annals of Probability

Decoupling Inequalities for Multilinear Forms in Independent Symmetric Random Variables

Terry R. McConnell and Murad S. Taqqu

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Abstract

Let $X^1, X^2,\ldots$ be independent copies of a sequence $X = (X_1, X_2, \ldots)$ of independent symmetric random variables. Let $M$ be a symmetric multilinear form of rank $s$ on $\mathbb{R}^\mathbb{N}$ whose components $a_{i_1,\ldots, i_s}$ relative to the standard basis of $\mathbb{R}^\mathbb{N}$ satisfy $a_{i_1,\ldots, i_s} = 0$ for all but finitely many multi-indices and whenever two indices agree. If $\phi$ is nondecreasing, convex, $\phi(0) = 0$ and $\phi$ satisfies a $\Delta_2$ growth condition then $E\phi(|M(X,\ldots, X)|) \leq cE\phi(|M(X^1,\ldots, X^s)|),$ where $c$ depends only on $\phi$ and $s$.

Article information

Source
Ann. Probab. Volume 14, Number 3 (1986), 943-954.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aop/1176992449

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/aop/1176992449

Mathematical Reviews number (MathSciNet)
MR841595

Zentralblatt MATH identifier
0602.60025

Subjects
Primary: 60E15: Inequalities; stochastic orderings
Secondary: 10C10

Keywords
Khinchine's inequalities random multilinear forms convex functions

Citation

McConnell, Terry R.; Taqqu, Murad S. Decoupling Inequalities for Multilinear Forms in Independent Symmetric Random Variables. Ann. Probab. 14 (1986), no. 3, 943--954. doi:10.1214/aop/1176992449. http://projecteuclid.org/euclid.aop/1176992449.


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