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

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

Authors Jan van Neerven, Mark Veraar 

Publication date 10 January 2006

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

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

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)

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.

Recommendations

• scientific article; zbMATH DE number 4122938
• scientific article; zbMATH DE number 883291
• On the almost sure behavior of sums of iid random variables in Hilbert space
• Probabilistic characterization of certain Banach spaces
• scientific article; zbMATH DE number 3971854

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 no real title available?)
• Subspaces of symmetric spaces, generated by independent random variables

This page was built for publication: On the action of Lipschitz functions on vector-valued random sums

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2580943)