The multiplicative property characterizes _p and L_p norms

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Publication:763705

DOI10.1142/S1793744211000485zbMATH Open1245.46011arXiv1102.2618MaRDI QIDQ763705FDOQ763705


Authors: G. Aubrun, Ion Nechita Edit this on Wikidata


Publication date: 29 March 2012

Published in: Confluentes Mathematici (Search for Journal in Brave)

Abstract: We show that ellp norms are characterized as the unique norms which are both invariant under coordinate permutation and multiplicative with respect to tensor products. Similarly, the Lp norms are the unique rearrangement-invariant norms on a probability space such that |XY|=|X|cdot|Y| for every pair X,Y of independent random variables. Our proof relies on Cram'er's large deviation theorem.


Full work available at URL: https://arxiv.org/abs/1102.2618




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