Sums of independent and freely independent identically distributed random variables

被引:2
|
作者
Jiao, Yong [1 ]
Sukochev, Fedor [2 ]
Zanin, Dmitriy [2 ]
机构
[1] Cent South Univ, Sch Math & Stat, Changsha 410075, Peoples R China
[2] Univ NSW, Sch Math & Stat, Sydney, NSW 2052, Australia
基金
澳大利亚研究理事会;
关键词
i.i.d. random variables; symmetric quasi-Banach spaces; noncommutative probability space; free independence; REARRANGEMENT-INVARIANT SPACES; INEQUALITIES; SUBSPACES;
D O I
10.4064/sm180912-31-12
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let E be a symmetric (quasi-)Banach function space on (0, 1): It is proved that every sequence of independent identically and symmetrically distributed random variables in E spans l(2) provided that E is an interpolation space for the couple (L-2, exp(L-2)): We prove that the Khinchin inequality holds in E for arbitrary independent mean zero random variables if and only if it holds for arbitrary independent identically distributed mean zero random variables. Our results complement and strengthen earlier results of Braverman and Astashkin. We also consider noncommutative analogues for freely independent random variables. The latter case demonstrates substantially better behavior than the commutative case.
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页码:289 / 315
页数:27
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