Selection of subsystems of random variables equivalent in distribution to the Rademacher system

Abstract

We present necessary and sufficient conditions on systems of random variables for them to possess a lacunary subsystem equivalent in distribution to the Rademacher system on the segment [0,1]. In particular, every uniformly bounded orthonormal system has this property. Furthermore, an arbitrary finite uniformly bounded orthonormal set of N functions contains a subset of "logarithmic" density equivalent in distribution to the corresponding set of Rademacher functions, with a constant independent of N. A connection between the tail distribution and the L_p-norms of polynomials with respect to systems of random variables exploited. We use also these results to study K-closed representability of some Banach couples.

26 pages