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