On the Comparison of Distribution Functions of Random Variables
Matematičeskie zametki, Tome 87 (2010) no. 1, pp. 17-25
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We prove a rather general comparison principle for the distribution functions of random variables. As a consequence, we obtain a criterion for the equivalence, in distribution in the vector sense, of an arbitrary sequence of random variables to the Rademacher system; we study the applications of this principle to special cases.
Keywords:
distribution function of a random variable, comparison principle, Rademacher system, Banach space, Chebyshev inequality, Peetre $\mathscr K$-functional, Banach couple.
@article{MZM_2010_87_1_a2,
author = {S. V. Astashkin},
title = {On the {Comparison} of {Distribution} {Functions} of {Random} {Variables}},
journal = {Matemati\v{c}eskie zametki},
pages = {17--25},
publisher = {mathdoc},
volume = {87},
number = {1},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_2010_87_1_a2/}
}
S. V. Astashkin. On the Comparison of Distribution Functions of Random Variables. Matematičeskie zametki, Tome 87 (2010) no. 1, pp. 17-25. http://geodesic.mathdoc.fr/item/MZM_2010_87_1_a2/