The Fourier transform of order statistics with applications to Lorentz spaces

preprint1993arXivOpen access

Abstract

We present a formula for the Fourier transforms of order statistics in Rn\Bbb R^n showing that all these Fourier transforms are equal up to a constant multiple outside the coordinate planes in Rn.\Bbb R^n. For a1≥...≥an≥0a_1\geq ... \geq a_n\ge0 and q>0,q>0, denote by ℓw,qn\ell_{w,q}^n the nn-dimensional Lorentz space with the norm ∥(x1,...,xn)∥=(a1(x1∗)q+...+an(xn∗)q)1/q\|(x_1,...,x_n)\| = (a_1 (x_1^{*})^q +...+ a_n (x_n^{*})^q)^{1/q}, where (x1∗,...,xn∗)(x_1^{*},...,x_n^{*}) is the non-increasing permutation of the numbers ∣x1∣,...,∣xn∣.|x_1|,...,|x_n|. We use the above mentioned formula and the Fourier transform criterion of isometric embeddability of Banach spaces into LqL_q \cite{10} to prove that, for n≥3n\geq 3 and q≤1,q\leq 1, the space ℓw,qn\ell_{w,q}^n is isometric to a subspace of LqL_q if and only if the numbers a1,...,ana_1,...,a_n form an arithmetic progression. For q>1,q>1, all the numbers aia_i must be equal so that ℓw,qn=ℓqn.\ell_{w,q}^n = \ell_q^n. Consequently, the Lorentz function space Lw,q(0,1)L_{w,q}(0,1) is isometric to a subspace of LqL_q if and only if {\it either} 0<q<∞0<q<\infty and the weight ww is a constant function (so that Lw,q=LqL_{w,q}= L_q), {\it or} q≤1q\le 1 and w(t)w(t) is a decreasing linear function. Finally, we relate our results to the theory of positive definite functions.

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