Trajectories of Gaussian processes and interpolation of Banach spaces (Q1095490)

Let \((E_ 0,\| \cdot \|_ 0)\) be a Banach space and \(E_ 1\) be a complement of \(E_ 0\) in some other norm \(\| \cdot \|_ 1\leq \| \cdot \|_ 0\). The author defines a family of intermediate spaces \((E_{\theta}\), \(0<\theta <1)\) between \(E_ 0\) and \(E_ 1\), and studies when the series \(X=\sum_{n}\gamma_ nf_ n\) converges almost surely in some \(E_{\theta}\), where \(\gamma_ n\) are independent N(0,1) random variables and \(f_ n\) in \(E_ 0\). Two kinds of conditions are given. The first one is expressed in terms of \(\| f_ n\|_ 0\) or \(\| f_ n\|_ 1\). The other concerns the structure of the elements \(f_ n\) and the type of the spaces \(E_ 0\) and \(E_ 1\). As an application, the author gives, choosing \(E_ 0=L_ p([0,1])\), \(E_{\theta}=L_ q([0,1])\) and \(E_ 1=L_ 1\) or \(L_ 2\), sufficient conditions on q, with p large enough, for the trajectories of X to be in \(E_{\theta}\).