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A Note on Distribution-Free Symmetrization Inequalities

  • Zhao Dong
  • , Jiange Li*
  • , Wenbo V. Li
  • *Corresponding author for this work
  • CAS - Institute of Applied Mathematics
  • University of Delaware

Research output: Contribution to journalArticlepeer-review

Abstract

Let X, YX, Y be two independent identically distributed (i.i.d.) random variables taking values from a separable Banach space [InlineEquation not available: see fulltext.]. Given two measurable subsets [InlineEquation not available: see fulltext.], we establish distribution-free comparison inequalities between (Formula presented.) and (Formula presented.). These estimates are optimal for real random variables as well as when [InlineEquation not available: see fulltext.] is equipped with the (Formula presented.) norm. Our approach for both problems extends techniques developed by Schultze and Weizsächer (Adv Math 208:672–679, 2007).

Original languageEnglish
Pages (from-to)958-967
Number of pages10
JournalJournal of Theoretical Probability
Volume28
Issue number3
DOIs
StatePublished - 1 Sep 2015
Externally publishedYes

Keywords

  • Covering number
  • Distribution-free
  • Kissing number
  • Symmetrization inequalities

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