Abstract:
It is proved that the distribution function for the maximum of the modulus of a set n of jointly Gaussian random variables with given variance and zero mean is minimal if these variables are independent. For n⩽N let
αN,n=supx1,…,xN∈Bn2infz∈Sn−1sup1⩽j⩽N|⟨xj,z⟩|.
As a corollary of the result mentioned, the precise orders of the constants αN,n are computed αN,n≍min{1,√n−1log(1+N/n)}, and various improvements of these inequalities are obtained. The estimates are used in particular to construct lacunary analogues of the Rudin–Shapiro trigonometric polynomials.
Bibliography: 23 titles.
Citation:
E. D. Gluskin, “Extremal properties of orthogonal parallelepipeds and their applications to the geometry of Banach spaces”, Math. USSR-Sb., 64:1 (1989), 85–96
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\paper Extremal properties of orthogonal parallelepipeds and their applications to the geometry of Banach spaces
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\yr 1989
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\issue 1
\pages 85--96
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