Stephen Dilworth and Stephen Montgomery-Smith, The distribution of vector-valued Rademacher series.
Annals Prob. 21, (1993), 2046-2052.
Let \(X = \sum \epsilon_n x_n\) 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.
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