Equidistributed random variables in \(L_{p,q}\) (Q582532)

Linear combinations of independent identically distributed random variables in the Lorentz function space \(L_{p,q}[0,1]\) are considered. For such combinations some norm inequalities are provided. The three cases \(p>2\), \(p=2\), \(p<2\) are considered separately. For \(p>2\) it is established that the closed linear span of an independent identically distributed mean zero sequence in \(L_{p,q}[0,1]\) is isomorphic to a Hilbert space. It is given a brief restatement of results in terms of \(L_{p,q}\)-norms of convolution of measures.