The multiplicative property characterizes _p and L_p norms

DOI10.1142/S1793744211000485MaRDI QIDQ763705zbMATH OpenFDO

Publication date 29 March 2012

Published in Confluentes Mathematici (Search for Journal in Brave)

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

independent random variables large deviation theorem \(L_p\)-norm tensor power trick

Isometric theory of Banach spaces (46B04) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Classical Banach spaces in the general theory (46B25) Probabilistic methods in Banach space theory (46B09)

Abstract: We show that

e l l_{p}

norms are characterized as the unique norms which are both invariant under coordinate permutation and multiplicative with respect to tensor products. Similarly, the

L_{p}

norms are the unique rearrangement-invariant norms on a probability space such that

| X Y | = | X | c d o t | Y |

for every pair

X, Y

of independent random variables. Our proof relies on Cram'er's large deviation theorem.

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