Symmetric spaces and sequences of independent random variables (Q1081179): Difference between revisions
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Latest revision as of 16:08, 17 June 2024
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English | Symmetric spaces and sequences of independent random variables |
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Symmetric spaces and sequences of independent random variables (English)
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1985
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Let X be a symmetric Banach space on a non-atomic probability space. Let also \((\xi_ n)\) be a sequence of i.i.d. random variables, \(\xi_ n\in X\), which satisfies the following condition: for some \(a,b,c>0\), \(1<q<2\) and all \(x\geq c\) \[ (1)\quad ax^{-q}\leq P[| \xi_ 1| \geq x]\leq bx^{-q}. \] It is announced that if X is perfect or reflexive, then the closed subspace of X generated by \((\xi_ n)\) is isomorphic to \(\ell_ q\). The question of necessity of (1) and the case \(X=L_ p\), \(0<p<1\) are also considered.
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subspace generated by i.i.d. random variables
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symmetric Banach space
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