Skip to main content
Log in

Comparison of Sums of Independent and Disjoint Functions in Symmetric Spaces

  • Published:
Mathematical Notes Aims and scope Submit manuscript

Abstract

The sums of independent functions (random variables) in a symmetric space X on [0,1] are studied. We use the operator approach closely connected with the methods developed, primarily, by Braverman. Our main results concern the Orlicz exponential spaces exp(L_p), 1≤ p≤∞, and Lorentz spaces Λψ. As a corollary, we obtain results that supplement the well-known Johnson--Schechtman theorem stating that the condition L_p ⊂ X, p < ∞ implies the equivalence of the norms of sums of independent functions and their disjoint “copies.” In addition, a statement converse, in a certain sense, to this theorem is proved.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

REFERENCES

  1. H. P. Rosenthal, "On the subspaces of Lp (p > 2) spanned by sequences of independent random variables," Israel J. Math., 8 (1970), 273–303.

    Google Scholar 

  2. N. L. Carothers and S. J. Dilworth, "Inequalities for sums of independent random variables," Proc. Amer. Math. Soc., 194 (1988), 221–226.

    Google Scholar 

  3. W. B. Johnson and G. Schechtman, "Sums of independent random variables in rearrangement invariant function spaces," Ann. Probab., 17 (1989), 789–808.

    Google Scholar 

  4. M. Sh. Braverman, Independent Random Variables and Rearrangement Invariant Spaces, Cambridge University Press, Cambridge, 1994.

    Google Scholar 

  5. V. M. Kruglov, "Note on infinitely divisible distributions," Teor. Veroyatnost. i Primenen. [Theory Probab. Appl.], 15 (1970), no. 2, 331–336.

    Google Scholar 

  6. S. G. Krein, Yu. I. Petunin, and E. M. Semenov, Interpolation of Linear Operators [in Russian], Nauka, Moscow, 1978.

    Google Scholar 

  7. J. Lindenstrauss and L. Tzafriri, Classical Banach spaces II. Function spaces, Springer-Verlag, Berlin-Heidelberg-New York, 1979.

    Google Scholar 

  8. C. Bennett and R. Sharpley, Interpolation of Operators, Academic Press, New York, 1988.

    Google Scholar 

  9. S. Kwapień and W. A. Woyczy/nski, Random Series and Stochastic Integrals: Single and Multiple, Birkh¨auser, 1992.

  10. S. Montgomery-Smith and E. M. Semenov, "Random rearrangements and operators," Amer. Math. Soc. Trans. (2), 184 (1998), 157–183.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Astashkin, S.V., Sukochev, F.A. Comparison of Sums of Independent and Disjoint Functions in Symmetric Spaces. Mathematical Notes 76, 449–454 (2004). https://doi.org/10.1023/B:MATN.0000043474.00734.ec

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/B:MATN.0000043474.00734.ec

Navigation