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L 1-norm of combinations of products of independent random variables

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Abstract

We show that the L 1-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. nonnegative mean one random variables is comparable to the l 1-norm of the coefficients.

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Correspondence to Rafał Latała.

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In memory of Joram Linderstrauss

Research supported by the NCN grant DEC-2012/05/B/ST1/00412.

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Latała, R. L 1-norm of combinations of products of independent random variables. Isr. J. Math. 203, 295–308 (2014). https://doi.org/10.1007/s11856-014-1076-1

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  • DOI: https://doi.org/10.1007/s11856-014-1076-1

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