Independent Random Variables in Lorentz Spaces

DOI10.1112/BLMS/28.1.79MaRDI QIDQ4863858zbMATH OpenOpenAlexFDO

Authors Michael Braverman

Publication date 30 June 1996

Published in Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/blms/28.1.79

zbMATH Keywords

Lorentz spaceOrlicz spacesums of independent random variables

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

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Cited in

(19)

• Sums of independent random variables in rearrangement invariant function spaces
• Positive-part moments via characteristic functions, and more general expressions
• Orlicz sequence spaces spanned by identically distributed independent random variables in \(L_p\)-spaces
• On subspaces spanned by freely independent random variables in noncommutative \(L_p\)-spaces
• Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables
• On sharpness of inequalities for independent random variables in Lorentz spaces
• The distribution of a random variable whose independent copies span \(\ell_M\) is unique
• q-chaos
• Weak $L^{1}$ norms of random sums
• \(L_1\)-norm of combinations of products of independent random variables
• On symmetric spaces containing isomorphic copies of Orlicz sequence spaces
• Embeddings of operator ideals into \(\mathcal{L}_p\)-spaces on finite von Neumann algebras
• On the maximum of random variables on product spaces
• Equidistributed random variables in \(L_{p,q}\)
• On subspaces of an Orlicz space spanned by independent identically distributed functions
• Sequences of independent functions and structure of rearrangement invariant spaces
• On subspaces of Orlicz spaces spanned by independent copies of a mean zero function
• Embeddings of symmetric operator spaces into \(L_p\)-spaces, \(1 \leq p < 2\), on finite von Neumann algebras
• Lorentz spaces and almost-sure boundedness of sequences of independent random variables

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