Equidistributed random variables in L_p,q
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Publication:582532
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.
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Cited in
(22)- The classification problem for nonatomic weak \(L^p\) spaces
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- Lorentz spaces and almost-sure boundedness of sequences of independent random variables
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