- Series
- Stochastics Seminar
- Time
- Thursday, February 12, 2015 - 3:05pm for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Piotr Nayar – IMA, Minneapolis – panayar@umn.edu
- Organizer
- Christian Houdré
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.