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Rademacher and Gaussian averages and Rademacher cotype of operators between Banach spaces
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A basic result of B. Maurey and G. Pisier states that Gaussian and Rademacher averages in a Banach space
X
X
are equivalent if and only if
X
X
has finite cotype. We complement this for linear bounded operators between Banach spaces. For
T
∈
L
(
X
,
Y
)
T\in {{\mathcal L}}(X,Y)
, let
ϱ
(
T
|
G
n
,
R
n
)
\varrho (T|{\mathcal G}_n,{\mathcal R}_n)
be the least
c
c
such that
\[
(
E
‖
∑
k
=
1
n
T
x
k
g
k
‖
2
)
1
/
2
≤
c
(
E
‖
∑
k
=
1
n
x
k
r
k
‖
2
)
1
/
2
,
\left ( {\mathbf E} \| \sum _{k=1}^n Tx_k g_k\|^2 \right )^{1/2} \le c \left ( {\mathbf E} \| \sum _{k=1}^n x_k r_k\|^2 \right )^{1/2},
\]
where
G
n
=
(
g
1
,
…
,
g
n
)
{\mathcal G}_n=(g_1,\ldots ,g_n)
and
R
n
=
(
r
1
,
…
,
r
n
)
{\mathcal R}_n=(r_1,\ldots ,r_n)
are systems of
n
n
independent standard Gaussian and Rademacher variables, respectively. Let
ϱ
(
T
|
I
n
,
R
n
)
\varrho (T|{\mathcal I}_n,{\mathcal R}_n)
be the Rademacher cotype 2 norm of
T
T
computed with
n
n
vectors. We prove inequalities showing that the asymptotic behaviour of the sequence
ϱ
(
T
|
G
n
,
R
n
)
\varrho (T|{\mathcal G}_n,{\mathcal R}_n)
is almost determined by the asymptotic behaviour of the sequence
ϱ
(
T
|
I
n
,
R
n
)
\varrho (T|{\mathcal I}_n,{\mathcal R}_n)
. In particular, we get
\[
ϱ
(
T
|
G
n
,
R
n
)
=
o
(
1
+
log
n
)
if and only if
ϱ
(
T
|
I
n
,
R
n
)
=
o
(
n
)
.
\varrho (T|{\mathcal G}_n,{\mathcal R}_n) = o(\sqrt {1+\log n}) \mbox {if and only if} \varrho (T|{\mathcal I}_n,{\mathcal R}_n) = o(\sqrt {n}).
\]
American Mathematical Society (AMS)
Title: Rademacher and Gaussian averages and Rademacher cotype of operators between Banach spaces
Description:
A basic result of B.
Maurey and G.
Pisier states that Gaussian and Rademacher averages in a Banach space
X
X
are equivalent if and only if
X
X
has finite cotype.
We complement this for linear bounded operators between Banach spaces.
For
T
∈
L
(
X
,
Y
)
T\in {{\mathcal L}}(X,Y)
, let
ϱ
(
T
|
G
n
,
R
n
)
\varrho (T|{\mathcal G}_n,{\mathcal R}_n)
be the least
c
c
such that
\[
(
E
‖
∑
k
=
1
n
T
x
k
g
k
‖
2
)
1
/
2
≤
c
(
E
‖
∑
k
=
1
n
x
k
r
k
‖
2
)
1
/
2
,
\left ( {\mathbf E} \| \sum _{k=1}^n Tx_k g_k\|^2 \right )^{1/2} \le c \left ( {\mathbf E} \| \sum _{k=1}^n x_k r_k\|^2 \right )^{1/2},
\]
where
G
n
=
(
g
1
,
…
,
g
n
)
{\mathcal G}_n=(g_1,\ldots ,g_n)
and
R
n
=
(
r
1
,
…
,
r
n
)
{\mathcal R}_n=(r_1,\ldots ,r_n)
are systems of
n
n
independent standard Gaussian and Rademacher variables, respectively.
Let
ϱ
(
T
|
I
n
,
R
n
)
\varrho (T|{\mathcal I}_n,{\mathcal R}_n)
be the Rademacher cotype 2 norm of
T
T
computed with
n
n
vectors.
We prove inequalities showing that the asymptotic behaviour of the sequence
ϱ
(
T
|
G
n
,
R
n
)
\varrho (T|{\mathcal G}_n,{\mathcal R}_n)
is almost determined by the asymptotic behaviour of the sequence
ϱ
(
T
|
I
n
,
R
n
)
\varrho (T|{\mathcal I}_n,{\mathcal R}_n)
.
In particular, we get
\[
ϱ
(
T
|
G
n
,
R
n
)
=
o
(
1
+
log
n
)
if and only if
ϱ
(
T
|
I
n
,
R
n
)
=
o
(
n
)
.
\varrho (T|{\mathcal G}_n,{\mathcal R}_n) = o(\sqrt {1+\log n}) \mbox {if and only if} \varrho (T|{\mathcal I}_n,{\mathcal R}_n) = o(\sqrt {n}).
\].
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