The multiplicative property characterizes ℓp\ell_p and LpL_p norms

preprint2011arXivOpen access

Abstract

We show that ℓp\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 LpL_p norms are the unique rearrangement-invariant norms on a probability space such that ∥XY∥=∥X∥⋅∥Y∥\|X Y\|=\|X\|\cdot\|Y\| for every pair X,YX,Y of independent random variables. Our proof relies on Cramér's large deviation theorem.

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