Structural theorems for multiplicative systems of functions
Let us define several key concepts: A sequence \((X_ i)\) of random variables is called a multiplicative system (MS system), if E \(X_{i_ 1}X_{i_ 2}...X_{i_ n}=0\) for every sequence of different indices. If moreover E \(X^ 2_{i_ 0}X_{i_ 1}...X_{i_ n}=0\) for every sequence of different indices, \((X_ i)\) is called a strongly multiplicative system (SMS system). If E \(X_{i_ 1}X_{i_ 2}...X_{i_ m}=0\) for every \(m\leq k\) and every sequence of indices \(i_ 1<...<i_ m\) then the sequence \((X_ i)\) is called an MS system of order k. Let X and Y be random variables with values in a Banach space F. We say that X is strongly dominated by Y if E f(X)\(\leq E f(Y)\) for every continuous, convex and nonnegative function \(f: F\to R^+\), provided both integrals exist. The main result is as follows: Theorem 1. Let \(X_ 1,...,X_ n\) be an MS system of order \(k\leq n\) and \(Y_ 1,...,Y_ n\) be an SMS system. If \(0<D^ 2Y_ i<\infty\) and \(\sup | X_ iY_ i| \leq (k/n)D^ 2Y_ i\) for \(i=1,2,...,n\), then \((X_ 1,...,X_ n)\) is strongly dominated by \((Y_ 1,...,Y_ n).\) The above structural theorem explains why multiplicative systems have a structure similar to the structure of Rademacher system; in particular it explains similar properties of lacunary trigonometric systems and the Rademacher system. The paper also shows that the Rademacher system dominates a uniformly bounded p-weakly multiplicative system in some sense. As applications of the results, the paper discusses convergence almost surely, moment inequalities, strong laws of large numbers and laws of the iterated logarithm.
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