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

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

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

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.

Review text

Let \((\Omega, \Sigma, {\mathbb P})\) be a sufficiently rich probability space in the sense that it supports a sequence of independent random variables with prescribed distributions, e.g., \(\Omega =[0,1] \) with the Lebesgue measure. The main result of the paper reads as follows: Let \(\|\,.\,\|\) be a norm on the space of bounded random variables that is rearrangement invariant, i.e., \(\|X\|\) depends only on the distribution of \(X\). Suppose \(\|XY\|=\|X\| \, \|Y\|\) whenever \(X\) and \(Y\) are independent. Then \(\|\,.\,\|=\|\,.\,\|_p\) for some \(p\in [1,\infty]\). The authors first note that their result can be deduced from a deep theorem due to Krivine [\textit{J.L.~Krivine}, Ann.\ Math.\ (2) 104, 1--29 (1976; Zbl 0329.46008)] on block-finite representability of \(\ell_p\) in a given Banach space. But the main point of the paper is to give an independent proof that is rather interesting. The result is first reduced to the discrete case, i.e., the case of sequence spaces. It is proved in this setting that the norm of the sequences \((1,\dots,1,0\dots)\) containing \(n\) ones is \(n^{1/p}\) for some \(p\geq1\). It is then shown that this is the \(p\) one is looking for. To achieve this the authors employ a version of Cramér's large deviation theorem.

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