TCSLib

298 Boolean Analysis — Norms

298.1 Overview

Subtracting an independent centered copy increases every affine norm of exponent at least one. An independent uniform sign also dominates the corresponding affine norm with the original variable halved, including the essential-supremum endpoint.

298.2 Declarations

Theorem 298.1 Symmetrization increases affine norms
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Let \(X,X^{\prime }\) be independent identically distributed real random variables on a probability space, let \(1\le q\le \infty \), assume \(X\in L^q\) and \(\mathbb {E}X=0\), and let \(a\in \mathbb {R}\). Then \(\| a+X\| _q\le \| a+X-X^{\prime }\| _q\), with the essential supremum at \(q=\infty \).

Theorem 298.2 Random-sign comparison
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Let \(X\) be a centered real random variable on a probability space, let \(1\le q\le \infty \), and assume \(X\in L^q\). If \(r\) is an independent measurable uniform sign in \(\{ -1,1\} \), then for every \(a\in \mathbb {R}\), \(\| a+X/2\| _q\le \| a+rX\| _q\), including the essential-supremum norm.