Discrete analog of the Orlicz-norm bounds for log-concave variables
Determine whether an Orlicz-norm sandwich inequality analogous to the continuous case holds for integer-valued log-concave random variables on the counting measure over Z. Specifically, establish whether for every Young function ψ and every log-concave random variable Y on Z with probability mass function f and maximum mass M(Y)=max_n f(n), there exist canonical discrete extremal distributions—such as a discrete uniform distribution on an integer interval and a one-sided geometric distribution—chosen to have the same maximum mass M(Y), for which the bounds ||U_d−E[U_d]||_ψ ≤ ||Y−E[Y]||_ψ ≤ ||Z_d−E[Z_d]||_ψ are valid.
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However, we are unable to reach an analog of Theorem \ref{thm: orlicz norm} in the discrete setting. The failing stems from the fact that an analog of \Cref{lem:sublevel_set_formula} below does not hold.