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
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 \(q=\infty \).
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.