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arXiv · 1305.4406

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

Rafał Latała
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Abstract

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.

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Rafał Latała. 2013-05-19. $L_1$-norm of combinations of products of independent random variables. https://doi.org/10.1007/s11856-014-1076-1

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