somewhere near the beginning.

Complexification of the Rademacher comparison theorem?

Filed under: Mathematics — Alex @ 12:00 pm 8/18/2008

Recall the Rademacher comparison theorem:

Let F: \R^+ \rightarrow \R^+ be an increasing, convex function, T \subset \R^n be a compact set, and \varphi_i be real contractions such that \varphi_i(0) = 0, then

\displaystyle \mathbb{E} F\left(\frac{1}{2} \sup_{t \in T} \left| \sum_{i=1}^n \epsilon_i \varphi(t_i) \right| \right) \leq \mathbb{E} F\left( \sup_{t \in T} \left| \sum_{i=1}^n \epsilon_i t_i \right| \right),

where \epsilon_i are independent Rademacher (Bernoulli \pm 1) variables.

Intuitively, replacing F with the identity, this says that if we shrink the coordinates and then take random Bernoulli averages, the expected value of the maximum deviation is going to be less than that for the original coordinates. Therefore, it makes sense to expect that an appropriately modified version of this theorem holds for the case where T \subset \C^n and the \varphi_i are complex contractions.

In one version of a proof (see “Comparison Theorems, Random Geometry and Some Limit Theorems for Empirical Processes” by Ledoux and Talagrand), an intermediate step is to show that

 \displaystyle \mathbb{E} F\left( \sup_{t \in T} \left| \sum_{i=1}^n \epsilon_i |t_i| \right| \right) \leq 2 \mathbb{E} F \left( \sup_{t \in T} \left| \sum_{i=1}^n \epsilon_i t_i \right| \right)

and their main tool for doing this is a bijection \theta_t : \{\pm 1\}^n \rightarrow \{\pm 1\}^n which satisfies, for a given t \in T

\displaystyle \left| \sum_{i=1}^n \epsilon_i |t_i| \right| \leq \left| \sum_{i=1}^n \theta(\epsilon)_i t_i \right|.

They prove such a \theta_t exists without explicitly specifying it, using the marriage theorem.

If I could somehow generalize this to the complex case, i.e. find a bijection \theta_t : \{\pm 1\}^n \rightarrow \{\pm 1\}^n which satisfies the above, I’d have at least this intermediate inequality. (As it turns out, this inequality is all I need for my applications, since we only use \varphi_i = | \cdot | .) But the question is, is it even reasonable to expect this?

Possibly relevant posts:

No Comments »

No comments yet.

RSS feed for comments on this post. TrackBack URL

Leave a comment