On the minimum of several random variables

DOI10.1090/S0002-9939-06-08453-XzbMath1107.60009OpenAlexW1603355531MaRDI QIDQ3419953

Elisabeth M. Werner, Alexander E. Litvak, Yehoram Gordon, Carsten Schuett

Publication date: 1 February 2007

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-06-08453-x

zbMATH Keywords

momentsorder statisticsexponential distributionexpectationsnormal distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items (16)

Order statistics of vectors with dependent coordinates, and the Karhunen-Loève basis ⋮ In Memory of Wenbo V. Li’s Contributions ⋮ Estimating averages of order statistics of bivariate functions ⋮ On mean estimation for heteroscedastic random variables ⋮ Uniform estimates for order statistics and Orlicz functions ⋮ A strong restricted isometry property, with an application to phaseless compressed sensing ⋮ Two-Sided Estimates for Order Statistics of Log-Concave Random Vectors ⋮ Robustness properties of dimensionality reduction with Gaussian random matrices ⋮ Average best \(m\)-term approximation ⋮ On the isotropic constant of random polytopes ⋮ Gaussian averages of interpolated bodies and applications to approximate reconstruction ⋮ Randomized large distortion dimension reduction ⋮ Discrepancy, chaining and subgaussian processes ⋮ Estimates for order statistics in terms of quantiles ⋮ Time-like Graphical Models ⋮ AdaBoost and robust one-bit compressed sensing

Cites Work

• Minima of sequences of Gaussian random variables
• Relations, bounds and approximations for order statistics
• Geometry of spaces between polytopes and related zonotopes
• Orlicz norms of sequences of random variables
• Some combinatorial and probabilistic inequalities and their application to Banach space theory II
• Order Statistics
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
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