English

Positive definite distributions and subspaces of $L_{-p}$ with applications to stable processes

Functional Analysis 2016-09-06 v1

Abstract

We define embedding of an nn-dimensional normed space into Lp, 0<p<nL_{-p},\ 0<p<n by extending analytically with respect to pp the corresponding property of the classical LpL_p-spaces. The well-known connection between embeddings into LpL_p and positive definite functions is extended to the case of negative pp by showing that a normed space embeds in LpL_{-p} if and only if xp\|x\|^{-p} is a positive definite distribution. Using this criterion, we generalize the recent solutions to the 1938 Schoenberg's problems by proving that the spaces qn, 2<q\ell_q^n,\ 2<q\le \infty embed in LpL_{-p} if and only if p[n3,n).p\in [n-3,n). We show that the technique of embedding in LpL_{-p} can be applied to stable processes in some situations where standard methods do not work. As an example, we prove inequalities of correlation type for the expectations of norms of stable vectors. In particular, for every p[n3,n),p\in [n-3,n), E(maxi=1,...,nXip)E(maxi=1,...,nYip),\Bbb E(\max_{i=1,...,n} |X_i|^{-p}) \ge \Bbb E(\max_{i=1,...,n} |Y_i|^{-p}), where X1,...,XnX_1,...,X_n and Y1,...,YnY_1,...,Y_n are jointly qq-stable symmetric random variables, 0<q2,0<q\le 2, so that, for some kN, 1k<n,k\in \Bbb N,\ 1\le k <n, the vectors (X1,...,Xk)(X_1,...,X_k) and (Xk+1,...,Xn)(X_{k+1},...,X_n) have the same distributions as (Y1,...,Yk)(Y_1,...,Y_k) and (Yk+1,...,Yn),(Y_{k+1},...,Y_n), respectively, but YiY_i and YjY_j are independent for every choice of 1ik, k+1jn.1\le i\le k,\ k+1\le j\le n.

Keywords

Cite

@article{arxiv.math/9610208,
  title  = {Positive definite distributions and subspaces of $L_{-p}$ with applications to stable processes},
  author = {Alexander Koldobsky},
  journal= {arXiv preprint arXiv:math/9610208},
  year   = {2016}
}