tangent sequences
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1996 ◽  
Vol 119 (1) ◽  
pp. 91-101 ◽  
Author(s):  
Paweł Hitczenko ◽  
Stephen J. Montgomery-Smith

AbstractLet (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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