Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables Academic Article

abstract

• 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. 1998 Applied Probability Trust.

authors

• Schlumprecht, Thomas

published proceedings

• Electronic Journal of Probability

author list (cited authors)

• Hitczenko, P., Kwapien, S., Li, W., Schechtman, G., Schlumprecht, T., & Zinn, J.

citation count

• 13

complete list of authors

• Hitczenko, Pawel||Kwapien, Stanislaw||Li, Wenbo||Schechtman, Gideon||Schlumprecht, Thomas||Zinn, Joel

publication date

• January 1998

publisher

• Institute of Mathematical Statistics  Publisher

published in

• Electronic Journal of Probability  Journal

keywords

• 60b11
• Math.fa
• Math.pr

Digital Object Identifier (DOI)

• 10.1214/ejp.v3-24

start page

• 1

end page

• 26

volume

• 3

issue

• none

URL

• http://dx.doi.org/10.1214/ejp.v3-24