English

$\Phi$-moment inequalities for independent and freely independent random variables

Probability 2016-08-29 v1

Abstract

This paper is devoted to the study of Φ\Phi-moments of sums of independent/freely independent random variables. More precisely, let (fk)k=1n(f_k)_{k=1}^n be a sequence of positive (symmetrically distributed) independent random variables and let Φ\Phi be an Orlicz function with Δ2\Delta_2-condition. We provide an equivalent expression for the quantity E(Φ(k=1nfk))\mathbb{E}(\Phi(\sum_{k=1}^n f_k)) in term of the sum of disjoint copies of the sequence (fk)k=1n.(f_k)_{k=1}^n. We also prove an analogous result in the setting of free probability. Furthermore, we provide an equivalent characterization of τ(Φ(sup1kn+xk))\tau(\Phi(\sup^+_{1\leq k\leq n}x_k)) 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}
}