On the action of Lipschitz functions on vector-valued random sums

DOI10.1007/S00013-005-1422-YzbMATH Open1092.46017arXivmath/0504452OpenAlexW2158876253MaRDI QIDQ2580943FDOQ2580943

Authors: Jan van Neerven, Mark Veraar 

Publication date: 10 January 2006

Published in: Archiv der Mathematik (Search for Journal in Brave)

Abstract: Let $X$ be a Banach space and let $(x{i}_j{)}_{jge1}$ be an i.i.d. sequence of symmetric random variables with finite moments of all orders. We prove that the following assertions are equivalent: (1). There exists a constant $K$ such that ${\displaystyle }$ Bigl(EBig|sum_{j=1}^n xi_j f(x_j)Big|^2Bigr)^{frac12} leq K

f

_{ m Lip} Bigl(EBig|sum_{j=1}^n xi_j x_jBig|^2Bigr)^{frac12} ${\displaystyle }$ for all Lipschitz functions $f:XoX$ satisfying $f(0)=0$ and all finite sequences $x_1,\mathrm{...},x_n$ in $X$. (2). $X$ is isomorphic to a Hilbert space.

Full work available at URL: https://arxiv.org/abs/math/0504452

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Mathematics Subject Classification ID

Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Characterizations of Hilbert spaces (46C15) Probabilistic methods in Banach space theory (46B09)

Cited In (5)

• Infinitely delayed stochastic evolution equations on UMD Banach spaces
• Lipschitz continuity of quantile functions on spaces of random variables
• Stochastic evolution equations in UMD Banach spaces
• Title not available (Why is that?)
• Subspaces of symmetric spaces, generated by independent random variables

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