356 lines
6.6 KiB
TeX
356 lines
6.6 KiB
TeX
\documentclass[12pt]{article}
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\usepackage{amsmath,
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mleftright,
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amssymb,
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amsthm,
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nicefrac,
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etoolbox,
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xparse,
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geometry,
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enumitem,
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mathtools,
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}
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\mleftright
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\usepackage[colorlinks=true]{hyperref}
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\geometry{margin=1in}
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\usepackage[sort,capitalize]{cleveref}
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\newcommand{\creflastconjunction}{, and\nobreakspace}
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\crefformat{equation}{(#2#1#3)}
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\crefname{enumi}{item}{items}
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\crefname{equation}{}{}
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\theoremstyle{plain}
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\newtheorem{theorem}{Theorem}[section]
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\newtheorem{lemma}[theorem]{Lemma}
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\newtheorem{proposition}[theorem]{Proposition}
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\newtheorem{corollary}[theorem]{Corollary}
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\newtheorem{example}[theorem]{Example}
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\newtheorem{setting}[theorem]{Setting}
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\newtheorem{conjecture}[theorem]{Conjecture}
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\theoremstyle{remark}
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\newtheorem{remark}[theorem]{Remark}
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\theoremstyle{definition}
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\newtheorem{definition}[theorem]{Definition}
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\numberwithin{equation}{section}
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%%%
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\input{commands.tex}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\begin{document}
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\title{Article template}
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\author{
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Joshua Lee Padgett$^{1,2}$
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\bigskip
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\\
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\small{$^1$ Department of Mathematical Sciences, University of Arkansas,}
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\vspace{-0.1cm}\\
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\small{Arkansas, USA, e-mail: \texttt{padgett@uark.edu}}
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\smallskip
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\\
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\small{$^2$ Center for Astrophysics, Space Physics, and Engineering Research,}
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\vspace{-0.1cm}\\
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\small{Baylor University, Texas, USA, e-mail: \texttt{padgett@uark.edu}}
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}
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\date{\today}
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\maketitle
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\begin{abstract}
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Abstract goes here\dots
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\end{abstract}
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%
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\tableofcontents
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\section{Introduction}
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\label{sec:intro}
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%
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Add an appropriate introduction\dots
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\section{Monte Carlo approximations}
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\label{sec:monte_carlo}
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%
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%
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%
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\begin{athm}{lemma}{Lp_monte_carlo}
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%
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Let
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$p \in (2,\infty)$,
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$n \in \N$,
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let
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$ ( \Omega, \cF, \P ) $
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be a probability space,
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and let
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$ X_i \colon \Omega \to \R $, $ i \in \{1, 2, \dots, n\} $,
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be i.i.d.\ random variables with
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$\E[ \abs{ X_1 } ] < \infty$.
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%
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%
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Then it holds that
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%
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\begin{equation}
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\pr[\Big]{ \E \br[\pig]{ \abs[\big]{ \E[X_1] - \tfrac{1}{n} \pr[\big]{ \smallsum_{ i = 1 }^{ n } X_{ i } } }^p } }^{\!\!\nicefrac{1}{p}}
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\le
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\br[\big]{ \tfrac{p-1}{n} }^{\nicefrac{1}{2}}
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\pr[\Big]{ \E \br[\pig]{ \abs[\big]{ X_1 - \E[ X_1 ] }^p } }^{\!\!\nicefrac{1}{p}}
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\dpp
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\end{equation}
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%
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%
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\end{athm}
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%
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%
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%
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\begin{aproof}
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%
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First, \nobs that
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\Enum{
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the hypothesis that for all $i\in\{1,2,\allowbreak\dots,\allowbreak n\}$ it holds that
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$ X_i\colon \Omega\to \R $
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are i.i.d.\ random variables
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}
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that
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%
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\begin{equation}
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\begin{split}
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\E\br[\pig]{ \abs[\big]{ \E[X_1] - \tfrac{1}{n} \pr{ \smallsum_{ i = 1 }^{ n } X_{ i } } }^p }
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&
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=
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\E\br[\pig]{ \abs[\big]{ \tfrac{1}{n} \pr{ \smallsum_{ i = 1 }^{ n } (\E[X_1] - X_{ i }) } }^p }
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\\
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&
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=
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n^{-p} \, \E\br[\pig]{ \abs[\big]{ \smallsum_{ i = 1 }^{ n } (\E[X_i] - X_{ i }) }^p }
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\dpp
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\end{split}
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\end{equation}
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%
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%
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\Enum{
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This
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;the fact that for all $i\in\{1,2,\dots,n\}$ it holds that
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$ X_i\colon \Omega\to \R $
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are i.i.d.\ random variables
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;
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\eg Rio~\cite[Theorem 2.1]{rio2009moment} (applied with $p \with p$, $(S_i)_{i\in\{0,1,\dots,n\}} \with (\sum_{k=1}^i (\E[X_k] - X_k))_{i\in\{0,1,\dots,n\}}$, $(X_i)_{i \in\{1,2,\dots,n\}} \with (\E[X_i] - X_i)_{i\in\{1,2,\dots,n\}}$ in the notation of Rio~\cite[Theorem 2.1]{rio2009moment})
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}
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that
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%
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\begin{equation}
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\begin{split}
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\pr[\Big]{ \E \br[\pig]{ \abs[\big]{ \E[X_1] - \tfrac{1}{n} \pr[\big]{ \smallsum_{ i = 1 }^{ n } X_{ i } } }^p } }^{\!\!\nicefrac{2}{p}}
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&
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=
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\tfrac{1}{n^2} \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ \smallsum_{ i = 1 }^{ n } (\E[X_i] - X_{ i }) }^p } }^{\!\!\nicefrac{2}{p}}
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\\
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&
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\le
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\tfrac{(p-1)}{n^2} \br[\Big]{ \smallsum_{ i = 1 }^{ n } \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ \E[X_i] - X_{ i } }^p } }^{\!\!\nicefrac{2}{p}} }
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\\
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&
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=
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\tfrac{(p-1)}{n^2} \br[\Big]{ n \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ \E[X_1] - X_{ 1 } }^p } }^{\!\!\nicefrac{2}{p}} }
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\\
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&
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=
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\tfrac{(p-1)}{n} \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ \E[X_1] - X_{ 1 } }^p } }^{\!\!\nicefrac{2}{p}}
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\dpp
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\end{split}
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\end{equation}
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%
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%
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\end{aproof}
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%
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%
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%
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\begin{athm}{corollary}{prop:mlp}
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%
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Let $p \in [2,\infty)$,
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$n \in \N$,
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let
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$ ( \Omega, \cF, \P ) $
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be a probability space,
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and
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let
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$ X_i \colon \Omega \to \R $,
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$ i \in \{1, 2, \dots, n\} $,
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be i.i.d.\ random variables with
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$\E\br[]{ \abs{ X_1 } } < \infty$.
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%
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%
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Then it holds that
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%
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\begin{equation}\label{eq:2_9}
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\pr[\Big]{\E\br[\pig]{ \abs[\big]{ \E[X_1] - \tfrac{1}{n} \pr[]{ {\smallsum_{ i = 1 }^{ n }} X_{ i } } }^p } }^{\!\!\nicefrac{1}{p}}
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\le
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\br[\big]{ \tfrac{p-1}{n} }^{\nicefrac{1}{2}}
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\pr[\Big]{ \E\br[\pig]{ \abs[\big]{ X_1 - \E[ X_1 ] }^p } }^{\!\!\nicefrac{1}{p}}
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\dpp
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\end{equation}
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%
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%
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\end{athm}
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%
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%
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%
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\begin{aproof}
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%
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\Nobs that
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\Enum{
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\eg Grohs et al.\ \cite[Lemma 2.3]{grohs2018proof}
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;
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\cref{Lp_monte_carlo}
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}
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\cref{eq:2_9}.
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%
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%
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\end{aproof}
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%
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%
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%
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\begin{athm}{definition}{rand_const}
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Let $p \in [2,\infty)$.
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%
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Then we denote by
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$\firstConstant{p} \in \R$
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the real number given by
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%
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\begin{equation}\label{eq:rand_const}
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\firstConstant{p}
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=
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\inf\left\{ c \in \R \colon \left[
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\begin{aligned}
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& \text{It holds for every probability space $(\Omega,\cF,\P)$ and every} \\
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& \text{random variable $X \colon \Omega \to \R$ with $\E[\abs{X}] < \infty$ that } \\
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& \pr[\big]{ \E\br[\big]{ \abs{ X - \E[X] }^p } }^{\!\nicefrac{1}{p}} \le c \pr[\big]{ \E\br[\big]{ \abs{X}^p } }^{\!\nicefrac{1}{p}}
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\end{aligned}
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\right] \right\}
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\dpp
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\end{equation}
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%
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%
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\end{athm}
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%
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%
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%
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\begin{athm}{corollary}{cor:exp_bd}
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%
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Let
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$p\in[2,\infty)$,
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$n\in\N$,
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let
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$(\Omega,\cF,\P)$
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be a probability space,
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and let
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$X_i \colon \Omega \to \R$, $i\in\{1,2,\dots,n\}$,
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be i.i.d.\ random variables with
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$\E[\abs{X_1}] < \infty$.
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%
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%
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Then
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%
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\begin{equation}\label{prob_bd1}
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\pr[\Big]{\E\br[\pig]{ \abs[\big]{ \E[X_1] - \tfrac{1}{n} \pr[]{ {\smallsum_{ i = 1 }^{ n }} X_{ i } } }^p } }^{\!\!\nicefrac{1}{p}}
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\le
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\tfrac{\secondConstant{p}}{n^{\nicefrac{1}{2}}} \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ X_1 }^p } }^{\!\!\nicefrac{1}{p}}
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\end{equation}
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%
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(cf.\ \cref{rand_const}).
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%
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%
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\end{athm}
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%
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%
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%
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\begin{aproof}
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%
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\Nobs
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that
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\Enum{
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\cref{rand_const}
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;
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\cref{prop:mlp}
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}
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that \cref{prob_bd1} holds.
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%
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\end{aproof}
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%
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%
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%
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\bibliographystyle{acm}
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\bibliography{bibfile}
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\end{document} |