On the Chung-Diaconis-Graham random process.
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...
Let be a compact ordered space and let be two probabilities on such that for every increasing continuous function . Then we show that there exists a probability on such that(i) , where is the graph of the order in ,(ii) the projections of onto are and .This theorem is generalized to the completely regular ordered spaces of Nachbin and also to certain infinite products. We show how these theorems are related to certain results of Nachbin, Strassen and Hommel.