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Multilinear forms and measures of dependence between random variables |
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| Authors: | Richard C. Bradley Wlodzimierz Bryc |
| Affiliation: | Indiana University USA;Instytut Matematyki, Politechnika Warszawska, Poland |
| Abstract: | Based on an idea of Rosenblatt, the methods of interpolation theory are used to establish moment inequalities and equivalence relations for measures of dependence between two or more families of random variables. A couple of “interpolation” theorems proved here appear to be new. |
| Keywords: | Measures of dependence multilinear forms multilinear operators moment inequalities equivalence relation interpolation |
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