{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q476504","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q476504","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q476504","kernelVersion":"v1","immutable":true,"modified":"2026-03-25T13:39:31Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q476504","name":"\\(L_1\\)-norm of combinations of products of independent random variables","headline":"\\(L_1\\)-norm of combinations of products of independent random variables","description":"scientific article; zbMATH DE number 6375686","url":"https://portal.mardi4nfdi.de/entity/Q476504","datePublished":"2014-12-02","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q392687"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q173732"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1007/S11856-014-1076-1","url":"https://doi.org/10.1007/S11856-014-1076-1"},"sameAs":["https://doi.org/10.1007/S11856-014-1076-1"],"comment":"Let \\(X\\), \\(X_i\\), \\(1\\leq i \\leq n\\) be independent and identically distributed (i.i.d.) non-negative random variables such that \\(\\operatorname{E}(X)=1\\) and \\(\\operatorname{P}(X=1)<1\\). Define \\(R_0=1\\) and \\(R_i=\\Pi_{j=1}^iX_j\\), \\(1\\leq j \\leq n\\). Let \\(a_i\\), \\(1\\leq i \\leq n\\) be real numbers. It is obvious that \\(\\operatorname{E}(|\\sum_{i=0}^na_iR_i|)\\leq \\sum_{i=0}^n|a_i|\\). The author proves the converse of this observation. Suppose that \\(X\\), \\(X_i\\), \\(1\\leq i \\leq n\\) are i.i.d. non-negative non-degenerate random variables such that \\(\\operatorname{E}(X)=1\\). Then there exists a constant \\(c\\) that depends only on the distribution of \\(X\\) such that for any \\(v_0\\), \\(v_1\\),\\dots, \\(v_n\\) in a normed space \\((F,\\|\\cdot\\|)\\), \\(\\operatorname{E}(\\|\\sum_{i=0}^nv_iR_i\\|)\\geq c\\sum_{i=0}^n\\|v_i\\|\\). This result has also been extended to independent non-negative random variables \\(X_i\\), \\(1\\leq i \\leq n\\) with mean one satisfying the conditions \\(\\operatorname{E}(\\sqrt{X_i})\\leq \\lambda <1\\), \\(\\operatorname{E}(|X_i-1|)>\\mu >0\\), \\(1 \\leq i \\leq n\\) for some \\(\\lambda <1\\) and \\(\\mu >0\\). Some additional related inequalities are proved.","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q3933417"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1211309"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5556053"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1280722"}]},"provenance":{"prov:generatedAtTime":"2026-03-25T13:39:31Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}