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Majorization of sequences, sharp vector Khinchin inequalities, and bisubharmonic functions

Albert Baernstein II, Robert C. Culverhouse (2002)

Studia Mathematica

Let X = ∑ i = 1 k a i U i , Y = ∑ i = 1 k b i U i , where the U i are independent random vectors, each uniformly distributed on the unit sphere in ℝⁿ, and a i , b i are real constants. We prove that if b ² i is majorized by a ² i in the sense of Hardy-Littlewood-Pólya, and if Φ: ℝⁿ → ℝ is continuous and bisubharmonic, then EΦ(X) ≤ EΦ(Y). Consequences include most of the known sharp L ² - L p Khinchin inequalities for sums of the form X. For radial Φ, bisubharmonicity is necessary as well as sufficient for the majorization inequality to always hold. Counterparts...

Marches en milieu aléatoire et mesures quasi-invariantes pour un système dynamique

Jean-Pierre Conze, Yves Guivarc'h (2000)

Colloquium Mathematicae

The invariant measures for a Markovian operator corresponding to a random walk, in a random stationary one-dimensional environment defined by a dynamical system, are quasi-invariant measures for the system. We discuss the construction of such measures in the general case and show unicity, under some assumptions, for a rotation on the circle.

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