Norm inequalities for vector valued random series (Q678931)

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Norm inequalities for vector valued random series
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    Norm inequalities for vector valued random series (English)
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    23 April 1998
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    It is well known that the Rademacher functions, \(r_n(t)\), which are defined by \[ r_0(t)= \begin{cases} 1, & 0\leq t<{1\over 2}\\ -1, & {1\over 2}\leq t<1\end{cases},\quad r_0(t+1)= r_0(t),\quad r_n(t)= r_0(2^nt),\quad n\geq 1, \] form a sequence of independent, symmetric and identically distributed random variables. Rademacher series \(\sum r_j(t)u_j\), where \(u_j\) belong to a Banach space have been investigated extensively; see \textit{W. Beckner} [Ann. Math., II. Ser. 102, 159-182 (1975; Zbl 0338.42017)], \textit{J.-P. Kahane} [``Some random series of functions'' (1968; Zbl 0192.53801)], \textit{G. Pisier} [in: Probability and analysis. Lect. Notes Math. 1206, 167-241 (1986; Zbl 0606.60008)], \textit{L. Schwartz} [``Geometry and probability in Banach spaces'' (1981; Zbl 0462.46008)] and \textit{E. M. Stein} [Ann. Math., II. Ser. 74, 140-170 (1961; Zbl 0103.08903)]. An important result for Rademacher series is the Khinchin-Kahane inequality: for any \(0< q< p<\infty\), there exists constant \(b(p, q)\) such that for any \(N> 1\), \[ \Biggl|\sum^N_{j=1} r_{j-1} u_j\Biggr|_p\leq b(p,q)\Biggl|\sum^N_{j= 1} r_{j-1}u_j\Biggr|_q \] holds in any Banach space. We prove vector-valued local norm inequalities in \(L^p\) as well as in some Orlicz spaces for certain independent random variables which satisfy the Khinchin-Kahane inequality. We show that the local behavior of the tail series is the same as the global behavior of the series itself.
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    Rademacher functions
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    Rademacher series
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    Khinchin-Kahane inequality
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