Sequences of independent functions in rearrangement invariant spaces (Q2661737)

Let \(m\) be Lebesgue measure on \([0,1]\). Consider two sequences \((g_j)\) and \((f_j)\) of symmetrically distributed independent measurable functions on \([0,1]\) such that there are constants \(C_1>0\) and \(C_2>0\) such that \[ m(\{ s \in [0,1]: |g_j(s)| >\tau \}) \le C_1 m(\{ s \in [0,1]: C_2 |f_j(s)| >\tau \}) \] for all \(\tau >0\) and \(j \in \mathbb{N}.\) The Kwapień-Rychlik theorem allows one to prove a similar domination for finite series of these functions, which implies the norm domination for any rearrangement invariant Banach function space \(X\) provided by the inequality \[ \Big\| \sum_{k=1}^n a_k r_k \Big\|_X \le C_1 C_2 \Big\| \sum_{k=1}^n a_k f_k \Big\|_X, \] where \((r_k)\) are the Rademacher functions, \((f_k)\) are independent symmetrically and identically distributed (nonzero) measurable functions, \(a_k \in \mathbb R,\) and \(C_1, C_2 \ge 1\) depend only on the distribution of \(f_1.\) Motivated by this result, the author proves in the present paper estimates like this one for some classes of rearrangement invariant spaces and sequences of symmetrically (but not necessarily identically) distributed independent functions. The paper presents two main theorems involving interpolation spaces. The results, which are more general, provide concrete domination results like the next one: if a rearrangement invariant space \(X\) is an interpolation space with respect to the interpolation couple \((L_1, L_\infty)\), then there is a constant \(B\) depending on \(X\) such that for every sequence \((f_j)\) in \(X\) satisfying that \(f_j\) are independent and \(\mathbb E f_j=0\), and such that \(\mathbb E|f_j|=a_j\), we have \[ \Big\| \sum_{j=1}^\infty a_j r_j \Big\|_X \le B \Big\| \sum_{j=1}^\infty f_j \Big\|_X. \] More interesting domination results for sequences on rearrangement invariant spaces -- some of them rather technical -- that can also be useful, are proved.