$\Phi$-moment inequalities for independent and freely independent random variables
Probability
2016-08-29 v1
Abstract
This paper is devoted to the study of -moments of sums of independent/freely independent random variables. More precisely, let be a sequence of positive (symmetrically distributed) independent random variables and let be an Orlicz function with -condition. We provide an equivalent expression for the quantity in term of the sum of disjoint copies of the sequence We also prove an analogous result in the setting of free probability. Furthermore, we provide an equivalent characterization of for positive freely independent random variables and also present some new results on free Johnson-Schechtman inequalities in the quasi-Banach symmetric operator space.
Keywords
Cite
@article{arxiv.1608.07368,
title = {$\Phi$-moment inequalities for independent and freely independent random variables},
author = {Yong Jiao and Fedor Sukochev and Guangheng Xie and Dmitriy Zanin},
journal= {arXiv preprint arXiv:1608.07368},
year = {2016}
}