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Displaying similar documents to “Tail and moment estimates for some types of chaos”

On mean central limit theorems for stationary sequences

Jérôme Dedecker, Emmanuel Rio (2008)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper, we give estimates of the minimal 𝕃 1 distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.

An isomorphic Dvoretzky's theorem for convex bodies

Y. Gordon, O. Guédon, M. Meyer (1998)

Studia Mathematica

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We prove that there exist constants C>0 and 0 < λ < 1 so that for all convex bodies K in n with non-empty interior and all integers k so that 1 ≤ k ≤ λn/ln(n+1), there exists a k-dimensional affine subspace Y of n satisfying d ( Y K , B 2 k ) C ( 1 + ( k / l n ( n / ( k l n ( n + 1 ) ) ) ) . This formulation of Dvoretzky’s theorem for large dimensional sections is a generalization with a new proof of the result due to Milman and Schechtman for centrally symmetric convex bodies. A sharper estimate holds for the n-dimensional simplex. ...