相关论文: On uniqueness of distribution of a random variable…

We study subspaces of Orlicz spaces $L_M$ spanned by independent copies $f_k$, $k=1,2,\dots$, of a function $f\in L_M$, $\int_0^1 f(t)\,dt=0$. Any such a subspace $H$ is isomorphic to some Orlicz sequence space $\ell_\psi$. In terms of…

Given a normalized Orlicz function $M$ we provide an easy formula for a distribution such that, if $X$ is a random variable distributed accordingly and $X_1,...,X_n$ are independent copies of $X$, then the expected value of the p-norm of…

We give a sharp sufficient condition on the distribution function, $|\{x\in \Omega :\,p(x)\leq 1+\lambda\}|$, $\lambda>0$, of the exponent function $p(\cdot): \Omega \to [1,\infty)$ that implies the embedding of the variable Lebesgue space…

In this paper we study $L_p$-norm spherical copulas for arbitrary $p \in [1,\infty]$ and arbitrary dimensions. The study is motivated by a conjecture that these distributions lead to a sharp bound for the value of a certain generalized mean…

Let (f_n) and (g_n) be two sequences of random variables adapted to an increasing sequence of $\sigma$-algebras $({\cal F}_n)$ such that the conditional distributions of f_n and g_n given ${\cal F}_{n-1}$ coincide, and such that the…

We find conditions on a function space $\bf{L}$ that ensure that it behaves as an $L_p$-space in the sense that any unconditional basis of a complemented subspace of $\bf{L}$ either is equivalent to the unit vector system of $\ell_2$ or has…

Let X_1, X_2,..., X_n be a sequence of independent random variables, let M be a rearrangement invariant space on the underlying probability space, and let N be a symmetric sequence space. This paper gives an approximate formula for the…

We show norm estimates for the sum of independent random variables in noncommutative $L_p$-spaces for $1<p<\infty$ following our previous work. These estimates generalize the classical Rosenthal inequality in the commutative case. Among…

We investigate the norm of sums of independent vector-valued random variables in noncommutative Lp spaces. This allows us to obtain a uniform family of complete embeddings of the Schatten class Sq^n in Sp(lq^m) with optimal order m = n^2.…

The classical Banach space $L_1(L_p)$ consists of measurable scalar functions $f$ on the unit square for which $$\|f\| = \int_0^1\Big(\int_0^1 |f(x,y)|^p dy\Big)^{1/p}dx < \infty.$$ We show that $L_1(L_p)$ $(1 < p < \infty)$ is primary,…

Elliptic and parabolic integro-differential model problems are considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in L_{p}-spaces of functions whose regularity is defined by a scalable,…

The following theorem is the main result of this note. Theorem 1. Let $(E, \|\cdot\|_E) $ be a rearrangement invariant Banach function space on the interval $[0, 1]$. If $E$ is isometric to $\L_p [0, 1]$ for some $1\le p<\infty$, then $E$…

Let $(\varphi_i)_{i=1}^n$ be mutually orthogonal functions on a probability space such that $\|\varphi_i\|_\infty \leq 1 $ for all $i \in [n]$. Let $\alpha > 0$. Let $\Phi(u) = u^2 \log^{\alpha}(u)$ for $u \geq u_{0}$, and $\Phi(u) =…

Building on Talagrand's proof of the Hoffmann-J{\o}rgensen inequality for $L_p$ spaces and its version for the exponential Orlicz spaces we provide a full characterization of Orlicz functions $\Psi$ for which an analogous inequality holds…

In the probability theory \emph{selfdecomposable, or class $L_0$ distributions} play an important role as they are limiting distributions of normalized partial sums of sequences of independent, not necessarily identically distributed,…

We present a complete characterization of the metric compactification of $L_{p}$ spaces for $1\leq p < \infty$. Each element of the metric compactification of $L_{p}$ is represented by a random measure on a certain Polish space. By way of…

In this paper, we study random sampling on reproducing kernel space $V$, which is a range of an idempotent integral operator. Under certain decay condition on the integral kernel, we show that any element in $V$ can be approximated by an…

Let $E$ be a rearrangement invariant (r.i.) function space on $[0,1]$, and let $Z_E$ consist of all measurable functions $f$ on $(0,\infty)$ such that $f^*\chi_{[0,1]}\in E$ and $f^*\chi_{[1,\infty)}\in L^2$. We reveal close connections…

In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an…

Let $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(\Omega, \mathcal{F}, \mu)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$…