An Inversion Formula for Orlicz Norms and Sequences of Random Variables

Soeren Christensen, Joscha Prochno, Stiene Riemer

Given an Orlicz function $M$, we show which random variables ${\xi }_i$, $i=1,...,n$ generate the associated Orlicz norm, i.e., which random variables yield $\mathbb{E} \max\limits_{1\l…