Decoupling inequalities with exponential constants

CARANDO, DANIEL; MARCECA, FELIPE; SEVILLA-PERIS, PABLO

MATHEMATISCHE ANNALEN

SPRINGER

Año: 2023 vol. 386 p. 1041 - 1079

0025-5831

Decoupling inequalities disentangle complex dependence structures of random objects so that they can be analyzed by means of standard tools from the theory of independent random variables. We study decoupling inequalities for vector-valued homogeneous polynomials evaluated at random variables. We focus on providing geometric conditions ensuring decoupling inequalities with good constants depending only exponentially on the degree of the polynomial. Assuming the Banach space has finite cotype we achieve this for classical decoupling inequalities that compare the polynomials with their associated multilinear operators. Under stronger geometric assumptions on the involved Banach spaces, we also obtain decoupling inequalities between random polynomials and fully independent random sums of their coefficients. Finally, we present decoupling inequalities where in the multilinear operator just two independent copies of the random vector are involved.