The Distribution of Vector-Valued Rademacher Series

S. J. Dilworth, S. J. Montgomery-Smith
1993 Annals of Probability  
Let X = ε n x n be a Rademacher series with vector-valued coefficients. We obtain an approximate formula for the distribution of the random variable ||X|| in terms of its mean and a certain quantity derived from the K-functional of interpolation theory. Several applications of the formula are given.
doi:10.1214/aop/1176989010 fatcat:ifex2n4xsjdahgng7rxgv5st7a