Sums of Independent Random Variables in Rearrangement Invariant Function Spaces
Johnson, William B. ; Schechtman, G.
Ann. Probab., Tome 17 (1989) no. 4, p. 789-808 / Harvested from Project Euclid
Let $X$ be a quasinormed rearrangement invariant function space on (0, 1) which contains $L_q(0, 1)$ for some finite $q$. There is an extension of $X$ to a quasinormed rearrangement invariant function space $Y$ on $(0, \infty)$ so that for any sequence $(f_i)^\infty_{i = 1}$ of symmetric random variables on (0,1), the quasinorm of $\sum f_i$ in $X$ is equivalent to the quasinorm of $\sum\mathbf{f}_i$ in $Y$, where $(\mathbf{f}_i)^\infty_{i = 1}$ is a sequence of disjoint functions on $(0, \infty)$ such that for each $i, \mathbf{f}_i$ has the same decreasing rearrangement as $f_i$. When specialized to the case $X = L_q(0, 1)$, this result gives new information on the quantitative local structure of $L_q$.
Publié le : 1989-04-14
Classification:  Independent random variables,  moment inequalities,  Rosenthal's inequality,  rearrangement invariant space,  uniform approximation property,  60G50,  46E30
@article{1176991427,
     author = {Johnson, William B. and Schechtman, G.},
     title = {Sums of Independent Random Variables in Rearrangement Invariant Function Spaces},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 789-808},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991427}
}
Johnson, William B.; Schechtman, G. Sums of Independent Random Variables in Rearrangement Invariant Function Spaces. Ann. Probab., Tome 17 (1989) no. 4, pp.  789-808. http://gdmltest.u-ga.fr/item/1176991427/