Sums of independent random variables in rearrangement invariant function spaces (Q1121597)
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English | Sums of independent random variables in rearrangement invariant function spaces |
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Sums of independent random variables in rearrangement invariant function spaces (English)
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1989
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The aim of the paper is to formalize one aspect of the general principle that independent random variables behave like disjoint functions. The authors' abstract runs as follows: 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 \(\sum \hat f_ i\) in Y, where (\^f\({}_ i)^{\infty}_{i=1}\) is a sequence of disjoint functions on (0,\(\infty)\) such that for each i, \(\hat f_ i\) 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 \(L_ q\).
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invariant function space
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rearrangement
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decreasing rearrangement
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