Let (f_n) and (g_n) be two sequences of random variables adapted to an increasing sequence of $σ$-algebras $({\cal F}_n)$ such that the conditional distributions of f_n and g_n given ${\cal F}_{n-1}$ coincide, and such that the sequence (g_n) is conditionally independent. Then it is known that $\normo{\sum f_k}_p \le C \normo{\sum g_k}_p$, $1 \le p \le \infty$ where the constant C is independent of p. 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.
Using a nonlinear version of the well known Hardy-Littlewood inequalities, we derive new formulas for decreasing rearrangements of functions and sequences in the context of convex functions. We use these formulas for deducing several properties of the modular functionals defining the function and sequence spaces $M_{φ,w}$ and $m_{φ,w}$ respectively, introduced earlier in \cite{HKM} for describing the Köthe dual of ordinary Orlicz-Lorentz spaces in a large variety of cases ($φ$ is an Orlicz function and $w$ a {\it decreasing} weight). We study these $M_{φ,w}$ classes in the most general setting…
Suppose that a real nonatomic function space on $[0,1]$ is equipped with two re\-arran\-ge\-ment-invariant norms $\|\cdot\|$ and $|||\cdot|||$. We study the question whether or not the fact that $(X,\|\cdot\|)$ is isometric to $(X,|||\cdot|||)$ implies that $\|f\|= |||f|||$ for all $f$ in $X$. We show that in strictly monotone Orlicz and Lorentz spaces this is equivalent to asking whether or not the norms are defined by equal Orlicz functions, resp. Lorentz weights. We show that the above implication holds true in most rearrangement-invariant spaces, but we also identify a class of Orlicz spac…
The classical Gagliardo-Nirenberg interpolation inequality is a well-known estimate which gives, in particular, an estimate for the Lebesgue norm of intermediate derivatives of functions in Sobolev spaces. We present an extension of this estimate into the scale of the general rearrangement-invariant Banach function spaces with the proof based on the Maz'ya's pointwise estimates. As corollaries, we present the Gagliardo--Nirenberg inequality for intermediate derivatives in the case of triples of Orlicz spaces and triples of Lorentz spaces. Finally, we promote the scaling argument to validate th…
A subspace $H$ of a rearrangement invariant space $X$ on $[0,1]$ is strongly embedded in $X$ if, in $H$, convergence in $X$-norm is equivalent to convergence in measure. We obtain necessary and sufficient conditions on an Orlicz function $M$, under which the unit ball of an arbitrary strongly embedded subspace in the Orlicz space $L_M$ has equi-absolutely continuous norms in $L_M$.
We derive in this preprint the exact up to multiplicative constant non-asymptotical estimates for the norms of some non-linear in general case operators, for example, the so-called maximal functional operators, in two probabilistic rearrangement invariant norm: exponential Orlicz and Grand Lebesgue Spaces. We will use also the theory of the so-called Grand Lebesgue Spaces (GLS) of measurable functions.
Poincaré-Sobolev-type inequalities involving rearrangement-invariant norms on the entire $\mathbb{R}^n$ are provided. Namely, inequalities of the type $\|u-P\|_{Y(\mathbb{R}^n)}\leq C\|\nabla^m u\|_{X(\mathbb{R}^n)}$, where $X$ and $Y$ are either rearrangement-invariant spaces over $\mathbb{R}^n$ or Orlicz spaces over $\mathbb{R}^n$, $u$ is a $m-$times weakly differentiable function whose gradient is in $X$, $P$ is a polynomial of order at most $m-1$, depending on $u$, and $C$ is a constant independent of $u$, are studied. In a sense optimal rearrangement-invariant spaces or Orlicz spaces $Y$ …
Orlicz-Lorentz spaces provide a common generalization of Orlicz spaces and Lorentz spaces. They have been studied by many authors, including Mastyło, Maligranda, and Kamińska. In this paper, we consider the problem of comparing the Orlicz-Lorentz norms, and establish necessary and sufficient conditions for them to be equivalent. As a corollary, we give necessary and sufficient conditions for a Lorentz-Sharpley space to be equivalent to an Orlicz space, extending results of Lorentz and Raynaud. We also give an example of a rearrangement invariant space that is not an Orlicz-Lorentz space.
The optimal Orlicz target space is exhibited for embeddings of fractional-order Orlicz-Sobolev spaces in $\mathbb R^n$. An improved embedding with an Orlicz-Lorentz target space, which is optimal in the broader class of all rearrangement-invariant spaces, is also established. Both spaces of order $s\in (0,1)$, and higher-order spaces are considered. Related Hardy type inequalities are proposed as well. An extension theorem is proved, that enables us to derive embeddings for spaces defined in Lipschitz domains. Necessary and sufficient conditions for the compactness of fractional Orlicz-Sobolev…
A necessary and sufficient condition for fractional Orlicz-Sobolev spaces to be continuously embedded into $L^\infty(\mathbb R^n)$ is exhibited. Under the same assumption, any function from the relevant fractional-order spaces is shown to be continuous. Improvements of this result are also offered. They provide the optimal Orlicz target space, and the optimal rearrangement-invariant target space in the embedding in question. These results complement those already available in the subcritical case, where the embedding into $L^\infty(\mathbb R^n)$ fails. They also augment a classical embedding t…
We introduce and investigate in this short article a new characteristic of rearrangement invariant (r.i.) (symmetric) space, namely so-called Tchebychev's characteristic. We reveal an important class of the r.i. spaces - so called regular r. i. spaces and show that the majority of known r.i. spaces: Lebesgue-Riesz, Grand Lebesgue Spaces, Orlicz, Lorentz and Marcinkiewicz r.i. spaces are regular. But we construct after several examples of r.i. spaces without the regular property.
We show that injective isometries in Orlicz space $L_M$ have to preserve disjointness, provided that Orlicz function $M$ satisfies $Δ_2$-condition, has a continuous second derivative $M''$, satisfies another ``smoothness type'' condition and either $\lim_{t\to0} M''(t) = \infty$ or $M''(0) = 0$ and $M''(t)>0$ for all $t>0$. The fact that surjective isometries of any rearrangement-invariant function space have to preserve disjointness has been determined before. However dropping the assumption of surjectivity invalidates the general method. In this paper we use a differential technique.
In this paper, we study the existence of infinite dimensional closed linear subspaces of a rearrangement invariant space on [0,1] every nonzero element of which does not belong to any included rearrangement invariant space of the same class such that the inclusion operator is disjointly strictly singular. We consider Lorentz, Marcinkiewicz and Orlicz spaces. The answer is affirmative for Marcinkiewicz spaces and negative for Lorentz and Orlicz spaces. Also, the same problem is studied for Nakano spaces assuming different hypothesis.
In this article we investigate the Fourier series and transforms for the functions defined on the $ [0, 2 π]^ d $ or $ R^d $ and belonging to the exponential Orlicz and some other rearrangement invariant (r.i.) spaces.
We prove optimality of the Gagliardo-Nirenberg inequality $$ \|\nabla u\|_{X}\lesssim\|\nabla^2 u\|_Y^{1/2}\|u\|_Z^{1/2}, $$ where $Y, Z$ are rearrangement invariant Banach function spaces and $X=Y^{1/2}Z^{1/2}$ is the Calderón--Lozanovskii space. By optimality, we mean that for a certain pair of spaces on the right-hand side, one cannot reduce the space on the left-hand, remaining in the class of rearrangement invariant spaces. The optimality for the Lorentz and Orlicz spaces is given as a consequence, exceeding previous results. We also discuss pointwise inequalities, their importance and co…
{\it We study the class of all rearrangement-invariant (=r.i.) function spaces $E$ on $[0,1]$ such that there exists $0<q<1$ for which $ \Vert \sum_{_{k=1}}^nξ_k\Vert_{E}\leq Cn^{q}$, where $\{ξ_k\}_{k\ge 1}\subset E$ is an arbitrary sequence of independent identically distributed symmetric random variables on $[0,1]$ and $C>0$ does not depend on $n$. We completely characterize all Lorentz spaces having this property and complement classical results of Rodin and Semenov for Orlicz spaces $exp(L_p)$, $p\ge 1$. We further apply our results to the study of Banach-Saks index sets in r.i. spaces.
For an Orlicz function $φ$ and a decreasing weight $w$, two intrinsic exact descriptions are presented for the norm in the Köthe dual of an Orlicz-Lorentz function space $Λ_{φ,w}$ or a sequence space $λ_{φ,w}$, equipped with either Luxemburg or Amemiya norms. The first description of the dual norm is given via the modular $\inf\{\intφ_*(f^*/|g|)|g|: g\prec w\}$, where $f^*$ is the decreasing rearrangement of $f$, $g\prec w$ denotes the submajorization of $g$ by $w$ and $φ_*$ is the complementary function to $φ$. The second one is stated in terms of the modular $\int_I φ_*((f^*)^0/w)w$, where $…
For a separable rearrangement invariant space $X$ on $(0,\infty)$ of fundamental type we identify the set of all $p\in [1,\infty]$ such that $\ell^p$ is finitely represented in $X$ in such a way that the unit basis vectors of $\ell^p$ ($c_0$ if $p=\infty$) correspond to pairwise disjoint and equimeasurable functions. This characterization hinges upon a description of the set of approximate eigenvalues of the doubling operator $x(t)\mapsto x(t/2)$ in $X$. We prove that this set is surprisingly simple: depending on the values of some dilation indices of such a space, it is either an interval or …
We give partial answers to the following conjecture: the natural embedding of a rearrangement invariant space E into L_1([0,1]) is strictly singular if and only if G does not embed into E continuously, where G is the closure of the simple functions in the Orlicz space L_Phi with Phi(x) = exp(x^2)-1.
The Hardy averaging operator between Orlicz spaces and a new gauge functional characterizing a given Orlicz space
Institute of Mathematics, Academy of Science of the Czech Republic（捷克科学院数学研究所）；Department of Mathematics, Brock University（布鲁克大学数学系）；Quantitative Science Department, Canisius University（卡尼西厄斯大学定量科学系）
Let X_1, X_2,..., X_n be a sequence of independent random variables, let M be a rearrangement invariant space on the underlying probability space, and let N be a symmetric sequence space. This paper gives an approximate formula for the quantity || ||(X_i)||_N ||_M whenever L_q embeds into M for some 1 le q < infty. This extends work of Johnson and Schechtman who tackled the case when N = l_p, and recent work of Gordon, Litvak, Schuett and Werner who obtained similar results for Orlicz spaces.
We study inequalities of the form \begin{equation*} ρ( \lvert \hat{f} \rvert) \leq C σ(f) < \infty, \end{equation*} with $f \in L_{1}(\mathbb{R}^n)$, the Lebesgue-integrable functions on $\mathbb{R}^n$ and \begin{equation*} \hat{f}(ξ) := \int_{\mathbb{R}^n} f(x) \, e^{- 2 πi ξ\cdot x} dx, \ \ \ ξ\in \mathbb{R}^n. \end{equation*} The functionals $ρ$ and $σ$ are so-called rearrangement-invariant (r.i.) norms on $M_{+}(\mathbb{R}^n)$, the nonnegative measurable functions on $\mathbb{R}^n$. Results first proved in the general context of r.i. spaces are then both specialized and expanded on in the …
We completely characterize the validity of the inequality $\|u\|_{Y(\mathbb{R}^n)}\leq C \|\nabla^m u\|_{X(\mathbb{R}^n)}$, where $X$ and $Y$ are rearrangement-invariant spaces, by reducing it to a considerably simpler one-dimensional inequality. Furthermore, we fully describe the optimal rearrangement-invariant space on either side of the inequality when the space on the other side is fixed. We also solve the same problem within the environment in which the competing spaces are Orlicz spaces. A variety of examples involving customary function spaces suitable for applications is also provided.
Let S be a Sobolev or Orlicz-Sobolev space of functions not necessarily vanishing at the boundary of the domain. We give sufficient conditions on a nonnegative function in S in order that its spherical rearrangement ("Schwartz symmetrization") still belongs to S. These results are obtained via relative isoperimetric inequalities and somewhat generalize a well-known Polya-Szego's theorem. We also prove that the rearrangement of any function in S is locally in S.
Let $φ: {\mathbb R^n}\times [0,\infty)\to[0,\infty)$ be such that $φ(x,\cdot)$ is an Orlicz function and $φ(\cdot,t)$ is a Muckenhoupt $A_\infty({\mathbb R^n})$ weight. The Musielak-Orlicz Hardy space $H^φ(\mathbb R^n)$ is defined to be the space of all $f\in{\mathcal S}'({\mathbb R^n})$ such that the grand maximal function $f^*$ belongs to the Musielak-Orlicz space $L^φ(\mathbb R^n)$. Luong Dang Ky established its atomic characterization. In this paper, the authors establish some new real-variable characterizations of $H^φ(\mathbb R^n)$ in terms of the vertical or the non-tangential maximal f…
Let $\mathcal{X}$ be a metric space with doubling measure and $L$ a non-negative self-adjoint operator on $L^2(\mathcal{X})$ whose heat kernels satisfy the Gaussian upper bound estimates. Assume that the growth function $φ:\ \mathcal{X}\times[0,\infty) \to[0,\infty)$ satisfies that $φ(x,\cdot)$ is an Orlicz function and $φ(\cdot,t)\in {\mathbb A}_{\infty}(\mathcal{X})$ (the class of uniformly Muckenhoupt weights). Let $H_{φ,\,L}(\mathcal{X})$ be the Musielak-Orlicz-Hardy space defined via the Lusin area function associated with the heat semigroup of $L$. In this article, the authors characteri…
A comprehensive approach to Sobolev-type embeddings, involving arbitrary rearrangement- invariant norms on the entire Euclidean space R^n, is offered. In particular, the optimal target space in any such embedding is exhibited. Crucial in our analysis is a new reduction principle for the relevant embeddings, showing their equivalence to a couple of considerably simpler one-dimensional inequalities. Applications to the classes of the Orlicz-Sobolev and the Lorentz-Sobolev spaces are also presented. These contributions fill in a gap in the existing literature, where sharp results in such a genera…
Let $\mathcal{X}$ be a metric space with doubling measure and $L$ a nonnegative self-adjoint operator in $L^2(\mathcal{X})$ satisfying the Davies-Gaffney estimates. Let $φ:\,\mathcal{X}\times[0,\infty)\to[0,\infty)$ be a function such that $φ(x,\cdot)$ is an Orlicz function, $φ(\cdot,t)\in A_{\infty}(\mathcal{X})$ (the class of Muckenhoupt weights) and its uniformly critical lower type index $i(φ)\in(0,1]$. In this paper, the authors introduce a Musielak-Orlicz Hardy space $H_{φ,\,L}(\mathcal{X})$ by the Lusin area function associated with the heat semigroup generated by $L$, and a Musielak-Or…
Let $\mathcal{X}$ be a metric space with doubling measure and $L$ a one-to-one operator of type $ω$ having a bounded $H_\infty$-functional calculus in $L^2(\mathcal{X})$ satisfying the reinforced $(p_L, q_L)$ off-diagonal estimates on balls, where $p_L\in[1,2)$ and $q_L\in(2,\infty]$. Let $φ:\,\mathcal{X}\times[0,\infty)\to[0,\infty)$ be a function such that $φ(x,\cdot)$ is an Orlicz function, $φ(\cdot,t)\in {\mathbb A}_{\infty}(\mathcal{X})$ (the class of uniformly Muckenhoupt weights), its uniformly critical upper type index $I(φ)\in(0,1]$ and $φ(\cdot,t)$ satisfies the uniformly reverse Höl…
Let ${\mathcal X}$ be a metric space with doubling measure, $L$ a nonnegative self-adjoint operator in $L^2({\mathcal X})$ satisfying the Davies-Gaffney estimate, $ω$ a concave function on $(0,\infty)$ of strictly lower type $p_ω\in (0, 1]$ and $ρ(t)={t^{-1}}/ω^{-1}(t^{-1})$ for all $t\in (0,\infty).$ The authors introduce the Orlicz-Hardy space $H_{ω,L}({\mathcal X})$ via the Lusin area function associated to the heat semigroup, and the BMO-type space ${\mathop\mathrm{BMO}_{ρ,L}(\mathcal X)}$. The authors then establish the duality between $H_{ω,L}({\mathcal X})$ and $\mathrm{BMO}_{ρ,L}({\mat…
In the paper we investigate automatic Fatou property of law-invariant risk measures on a rearrangement-invariant function space $\mathcal{X}$ other than $L^\infty$. The main result is the following characterization: Every real-valued, law-invariant, coherent risk measure on $\mathcal{X}$ has the Fatou property at every random variable $X\in \mathcal{X}$ whose negative tails have vanishing norm (i.e., $\lim_n\|X\mathbf{1}_{\{X\leq -n\}}\|=0$) if and only if $\mathcal{X}$ satisfies the Almost Order Continuous Equidistributional Average (AOCEA) property, namely, $\mathrm{d}(\mathcal{CL}(X),\mathc…
