An example of an irregular random measure (Q1124086)

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.