The Fourier transform of order statistics with applications to Lorentz spaces (Q1905796)

We present a formula for the Fourier transforms of order statistics in \(\mathbb{R}^n\) showing that all these Fourier transforms are equal up to a constant multiple outside the coordinate planes in \(\mathbb{R}^n\). For \(a_1\geq\cdots\geq a_n\geq 0\) and \(q>0\), denote by \(\ell^n_{w,q}\) the \(n\)-dimensional Lorentz space with the norm \(|(x_1,\dots,x_n)|= (a_1(x^*_1)^q+\cdots+ a_n(x^*_n)^q)^{1/q}\), where \((x^*_1,\dots,x^*_n)\) is the non-increasing permutation of the numbers \(|x_1|,\dots,|x_n|\). We use the above-mentioned formula and the Fourier transform criterion of isometric embeddability of Banach spaces into \(L_q\) [the second author, Ann. Inst. Henri Poincaré, Probab. Stat. 28, No. 3, 335-353 (1992; Zbl 0766.46009)] to prove that, for \(n\geq 3\) and \(q\leq 1\), the space \(\ell^n_{w,q}\) is isometric to a subspace of \(L_q\) if and only if the numbers \(a_1,\dots,a_n\) form an arithmetic progression. For \(q>1\), all the numbers \(a_i\) must be equal so that \(\ell^n_{w,q}=\ell^n_q\). Consequently, the Lorentz function space \(L_{w,q}(0,1)\) is isometric to a subspace of \(L_q\) if and only if either \(0<q<\infty\) and the weight \(w\) is a constant function (so that \(L_{w,q}= L_q\)), or \(q\leq 1\) and \(w(t)\) is a decreasing linear function. Finally, we relate our results to the theory of positive definite functions.