| Título: | Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables |
| Autores: |
Hitczenko, Pawel; North Carolina State University Kwapien, Stanislaw; Warsaw University Li, Wenbo V.; University of Delaware Schechtman, Gideon; The Weizmann Institute of Science Schlumprecht, Thomas; Texas A&M University Zinn, Joel; Texas A&M University |
| Fecha: | 1998-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics hypercontractivity, comparison of moments, iterated maxima and minima, Gaussian correlation inequalities, small ball probabilities. Primary 60B11, 60E07, 60E15. Secondary 52A21, 60G15 |
| Descripción: | We provide necessary and sufficient conditions for hypercontractivity of the minima of nonnegative, i.i.d. random variables and of both the maxima of minima and the minima of maxima for such r.v.'s. It turns out that the idea of hypercontractivity for minima is closely related to small ball probabilities and Gaussian correlation inequalities. |
| Idioma: | Inglés |
1 Lévy Classes and Self-Normalization por Khoshnevisan, Davar; University of Utah | 6 Time-Space Analysis of the Cluster-Formation in Interacting Diffusions por Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics,Greven, Andreas; Universitat Erlangen-Nurnberg |
2 Hausdorff Dimension of Cut Points for Brownian Motion por Lawler, Gregory F.; Duke University and Cornell University | 7 Conditional Moment Representations for Dependent Random Variables por Bryc, Wlodzimierz; University of Cincinnati |
3 Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times por Bass, Richard F.; University of Washington,Burdzy, Krzysztof; University of Washington | 8 Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations por Liao, Xiao Xin; University of Strathclyde,Mao, Xuerong; University of Strathclyde |
4 Random Discrete Distributions Derived from Self-Similar Random Sets por Pitman, Jim; University of California, Berkeley,Yor, Marc; Université Pierre et Marie Curie | 9 Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes por Roberts, Gareth O.; University of Cambridge,Rosenthal, Jeffrey S.; University of Toronto |
5 A Microscopic Model for the Burgers Equation and Longest Increasing Subsequences por Seppäläinen, Timo; Iowa State University | 10 Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures por Ben Arous, Gérard; Ecole Normale Supérieure,Cerf, Raphaël; Université Paris Sud |