Systems of random variables equivalent in distribution to the Rademacher system and K-closed representability of Banach couples

Authors
Citation
Sv. Astashkin, Systems of random variables equivalent in distribution to the Rademacher system and K-closed representability of Banach couples, SB MATH, 191(5-6), 2000, pp. 779-807
Citations number
26
Categorie Soggetti
Mathematics
Journal title
SBORNIK MATHEMATICS
ISSN journal
10645616 → ACNP
Volume
191
Issue
5-6
Year of publication
2000
Pages
779 - 807
Database
ISI
SICI code
1064-5616(200005/06)191:5-6<779:SORVEI>2.0.ZU;2-4
Abstract
Necessary and sufficient conditions ensuring that one can select from a sys tem {f(n)}(n=1)(infinity) of random variables on a probability space (Omega , Sigma, P) a subsystem {phi(i)}(i=1)(infinity) equivalent in distribution to the Rademacher system on [0, 1] are found. In particular, this is always possible if {f(n)}(n=1)(infinity) is a uniformly bounded orthonormal seque nce. The main role in the proof is played by the connection (discovered in this paper) between the equivalence in distribution of random variables and the behaviour of the L-p-norms of the corresponding polynomials. An application of the results obtained to the study of the K-closed represe ntability of Banach couples is presented.