On the distribution of random variables corresponding to Musielak-Orlicz norms
Given a normalized Orlicz function M we provide an easy formula for a distribution such that, if X is a random variable distributed accordingly and X₁,...,Xₙ are independent copies of X, then , where is a positive constant depending only on p. In case p = 2 we need the function t ↦ tM’(t) - M(t) to be 2-concave and as an application immediately obtain an embedding of the corresponding Orlicz spaces into L₁[0,1]. We also provide a general result replacing the -norm by an arbitrary N-norm. This...