Ultra sub-Gaussian random vectors and Khinchine type inequalities

Stochastics Seminar
Thursday, February 12, 2015 - 15:05
1 hour (actually 50 minutes)
Skiles 006
IMA, Minneapolis
We define the class of ultra sub-Gaussian random vectors and derive optimal comparison of even moments of linear combinations of such vectors in the case of the Euclidean norm. In particular, we get optimal constants in the classical Khinchine inequality. This is a joint work with Krzysztof Oleszkiewicz.