Gaussian Measures in L^p(p \geq 2) Spaces

Citation:

Zhang Yingnan.Gaussian Measures in L^p(p \geq 2) Spaces[J].Chinese Annals of Mathematics B,1982,3(2):185~188
Page view: 848        Net amount: 697

Authors:

Zhang Yingnan;
Abstract: In this note we prove that if (S,F,\mu) is an \sigma-finite measure space and (x_n(t)) is sequence of L^p(S,F,\mu),p \geq 2,then the following are equivalent: a) $[\sum {{e_n}(w){x_n}(t)} \]$ converges a.s.,where e_n(w) are independent identically distributed symmetric stable random variables of index 2,i.e., $E(exp(ite_n(w)))=exp(-t^2/2)$ for all t real. b)$[\int_s {(\sum\limits_n {|{x_n}(t){|^2}{)^{p/2}}\mu (dt) < \infty } } \]$

Keywords:


Classification:

Download PDF Full-Text

主管单位:国家教育部 主办单位:复旦大学 地址:220 Handan Road, Fudan University, Shanghai, China E-mail:edcam@fudan.edu.cn

本系统由北京勤云科技发展有限公司提供技术支持