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 Electronic Journal of Probability > Vol. 3 (1998) > Paper 2 open journal systems 


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

Pawel Hitczenko, North Carolina State University
Stanislaw Kwapien, Warsaw University
Wenbo V. Li, University of Delaware
Gideon Schechtman, The Weizmann Institute of Science
Thomas Schlumprecht, Texas A&M University
Joel Zinn, Texas A&M University


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.


Full text: PDF

Pages: 1-26

Published on: January 7, 1998
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Electronic Journal of Probability. ISSN: 1083-6489