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Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables

  
@article{EJP24,
	author = {Pawel Hitczenko and Stanislaw Kwapien and Wenbo Li and Gideon Schechtman and Thomas Schlumprecht and Joel Zinn},
	title = {Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {3},
	year = {1998},
	keywords = {hypercontractivity, comparison of moments, iterated maxima and minima, Gaussian correlation inequalities, small ball probabilities.},
	abstract = {We provide necessary and sufficient conditions for hypercontractivity of the minima of nonnegative, i.i.d. random variables and of both the maxima of minima and the minima of maxima for such r.v.'s. It turns out that the idea of hypercontractivity for minima is closely related to small ball probabilities and Gaussian correlation inequalities.},
	pages = {no. 2, 1-26},
	issn = {1083-6489},
	doi = {10.1214/EJP.v3-24},    
        url = {http://ejp.ejpecp.org/article/view/24}}