Skip to content

The distribution of vector-valued Rademacher series

Stephen J. Dilworth, Stephen J. Montgomery-Smith

math.FAarXiv:math/9206201

Abstract

Let X=Σ εn xn 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.

Create a lesson