English

On the action of Lipschitz functions on vector-valued random sums

Functional Analysis 2007-05-23 v1 Probability

Abstract

Let XX be a Banach space and let (ξj)j1(\xi_j)_{j\ge 1} be an i.i.d. sequence of symmetric random variables with finite moments of all orders. We prove that the following assertions are equivalent: (1). There exists a constant KK such that (\Ej=1nξjf(xj)2)12K\nf\nLip(\Ej=1nξjxj2)12 \Bigl(\E\Big\|\sum_{j=1}^n \xi_j f(x_j)\Big\|^2\Bigr)^{\frac12} \leq K \n f\n_{\rm Lip} \Bigl(\E\Big\|\sum_{j=1}^n \xi_j x_j\Big\|^2\Bigr)^{\frac12} for all Lipschitz functions f:XXf:X\to X satisfying f(0)=0f(0)=0 and all finite sequences x1,...,xnx_1,...,x_n in XX. (2). XX is isomorphic to a Hilbert space.

Keywords

Cite

@article{arxiv.math/0504452,
  title  = {On the action of Lipschitz functions on vector-valued random sums},
  author = {Jan van Neerven and Mark Veraar},
  journal= {arXiv preprint arXiv:math/0504452},
  year   = {2007}
}

Comments

8 pages, to appear in Archiv der Mathematik (Basel)

R2 v1 2026-07-22T17:18:26.064Z