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Andreas Maurer in the paper "A vector-contraction inequality for Rademachercomplexities" extended the contraction inequality for Rademacher averages toLipschitz functions with vector-valued domains; He did it replacing theRademacher variables in the bounding expression by arbitrary idd symmetric andsub-gaussian variables. We will see how to extend this work when we replacesub-gaussian variables by $p$-stable variables for $1<p<2$.

A vector-contraction inequality for Rademacher complexities using $p$-stable variables