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arXiv:1305.4406 [math.PR]AbstractReferencesReviewsResources

$L_1$-norm of combinations of products of independent random variables

Rafał Latała

Published 2013-05-19Version 1

We show that $L_1$-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. nonnegative mean one random variables is comparable to $l_1$-norm of coefficients.

Comments: 14 pages
Categories: math.PR
Subjects: 60E15, 42A05
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