Rosenthal’s inequalities: {\Delta }-norms and quasi-Banach symmetric sequence spaces

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Publication:3298550



Abstract: Let X be a symmetric quasi-Banach function space with Fatou property and let E be an arbitrary symmetric quasi-Banach sequence space. Suppose that (fk)kgeq0subsetX is a sequence of independent random variables. We present a necessary and sufficient condition on X such that the quantity Big| Big|sum_{k=0}^nf_ke_kBig|_{E} Big|_X admits an equivalent characterization in terms of disjoint copies of (fk)k=0n for every nge0; in particular, we obtain the deterministic description of Big| Big|sum _{k=0}^nf_ke_kBig|_{ell_q} Big|_{L_p} for all 0<p,q<infty, which is the ultimate form of Rosenthal's inequality. We also consider the case of a Delta-normed symmetric function space X, defined via an Orlicz function Phi satisfying the Delta2-condition. That is, we provide a formula for lqlq E-valued Phi-moments q q, namely the quantity , in terms of the sum of disjoint copies of fk,kgeq0.




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