Rosenthal's inequalities: $\Delta-$norms and quasi-Banach symmetric sequence spaces

TL;DR

This paper characterizes when certain quasi-Banach symmetric spaces allow Rosenthal-type inequalities involving sums of independent random variables, providing deterministic descriptions and moment formulas in these spaces.

Contribution

It offers a necessary and sufficient condition for symmetric quasi-Banach spaces to admit Rosenthal inequalities with disjoint copies, extending classical results to a broader setting.

Findings

Characterization of spaces where Rosenthal's inequalities hold

Deterministic description of mixed norms for sums of independent variables

Formulas for $E$-valued $ ext{Phi}$-moments in $ riangle$-normed spaces

Abstract

Let $X$ be a symmetric quasi-Banach function space with Fatou property and let $E$ be an arbitrary symmetric quasi-Banach sequence space. Suppose that $(f_k)_{k\geq0}\subset X$ is a sequence of independent random variables. We present a necessary and sufficient condition on $X$ such that the quantity $$\Big\|\ \Big\|\sum_{k=0}^nf_ke_k\Big\|_{E}\ \Big\|_X$$ admits an equivalent characterization in terms of disjoint copies of $(f_k)_{k=0}^n$ for every $n\ge 0$; in particular, we obtain the deterministic description of $$\Big\|\ \Big\|\sum _{k=0}^nf_ke_k\Big\|_{\ell_q}\ \Big\|_{L_p}$$ for all $0<p,q<\infty,$ which is the ultimate form of Rosenthal's inequality. We also consider the case of a $\Delta$-normed symmetric function space $X$, defined via an Orlicz function $\Phi$ satisfying the $\Delta_2$-condition. That is, we provide a formula for \lq\lq $E$-valued $\Phi$-moments\rq\rq, namely the quantity $\mathbb{E}\big(\Phi\big(\big\|(f_k)_{k\geq0} \big\|_E \big)\big)$, in terms of the sum of disjoint copies of $f_k, k\geq0.$