An example of an irregular random measure
Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Infinitely divisible distributions; stable distributions (60E07)
We consider the set of random measures which consists of measurable maps \(\omega \to \mu_{\omega}\) from [0,1] to the set of measures on \({\mathbb{R}}\). As it is the dual space of \(L_ 1([0,1];C({\bar {\mathbb{R}}}))\), we can equip this space with the weak * topology. We construct a special random measure \(\mu\), which appears as the weak * limit of a sequence of Dirac random measures \((\delta_{X_ n})_{n\in {\mathbb{N}}}\), where \((X_ n)_{n\in {\mathbb{N}}}\) is a bounded sequence in \(L_ p[0,1]\), \((1\leq p<2).\) The special form of this random measure, which oscillates randomly between two q-stable standard measures on \({\mathbb{R}}\) with different normalizations \((p<q<2)\) allows us to prove two properties of \((X_ n)_{n\in {\mathbb{N}}}:\) \((X_ n)_{n\in {\mathbb{N}}}\) is equivalent to the unit vector basis of \(\ell_ q\) and has no almost symmetric subsequence.
- Almost exchangeable sequences of random variables
- Extracting almost symmetric sequences in rearrangement invariant spaces
- scientific article; zbMATH DE number 3626044 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- Subspaces of L 1 , via Random Measures
- Sur l'ensemble de puissances d'une loi de probabilité
- Sur les suites presque echangeables dans \(L^ q\), \(1\leq q<2\). (On almost exchangeable subsequences in \(L^ q\), \(1\leq q<2)\)
- Types et suites symétriques dans \(L^ p\), \(1\leq p<+\infty\), p\(\neq 2\). (Types and symmetric sequences in \(L^ p\), \(1\leq p<+\infty\), p\(\neq 2)\)
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