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Tangent sequences in Orlicz and rearrangement invariant spaces
Journal article   Peer reviewed

Tangent sequences in Orlicz and rearrangement invariant spaces

Paweł Hitczenko and Stephen J. Montgomery-Smith
Mathematical proceedings of the Cambridge Philosophical Society, v 119(1), pp 91-101
Jan 1996

Abstract

Let (fn) and (gn) be two sequences of random variables adapted to an increasing sequence of σ-algebras (ℱn) such that the conditional distributions of fn and gn given ℱn coincide. Suppose further that the sequence (gn) is conditionally independent. Then it is known that where the number C is a universal constant. The aim of this paper is to extend this result to certain classes of Orlicz and rearrangement invariant spaces. This paper includes fairly general techniques for obtaining rearrangement invariant inequalities from Orlicz norm inequalities.

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UN Sustainable Development Goals (SDGs)

This publication has contributed to the advancement of the following goals:

#8 Decent Work and Economic Growth
#10 Reduced Inequalities

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Mathematics
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