The Distribution of Vector-valued Rademacher Series

@inproceedings{Dilworth1966TheDO,
  title={The Distribution of Vector-valued Rademacher Series},
  author={Stephen J. Dilworth and Stephen Montgomery-Smith},
  year={1966}
}
Let X = P εnxn 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.