Products of Random Variables and Kakutani's Criterion for Orthogonality of Product Measures (original) (raw)

Journal of the London Mathematical Society, 1975

Abstract

... (m \ m — 1 z bn2-' = n n=1 / n=1 n n=m+l m — 1 oo n = l n=m +1 It follows that / may be chosen piecewise continuous only if there exists a positive integer m0, such that for all m ^ m0, oo oo ' 4m/ 11 v1 ^n/ V1 sm^ 11 I1 ty . n=m+1 n=m+1 If this occurs, we have, for /„ = p

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