Mathematics – Functional Analysis
Scientific paper
2011-02-13
Mathematics
Functional Analysis
8 pages, 1 figure
Scientific paper
We show that $\ell_p$ norms are characterized as the unique norms which are both invariant under coordinate permutation and multiplicative with respect to tensor products. Similarly, the $L_p$ norms are the unique rearrangement-invariant norms on a probability space such that $\|X Y\|=\|X\|\cdot\|Y\|$ for every pair $X,Y$ of independent random variables. Our proof relies on Cram\'er's large deviation theorem.
Aubrun Guillaume
Nechita Ion
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