ON THE EQUIVALENCE OF INTEGRAL NORMS

VASILIY BEREZHNOY

Theory of Stochastic Processes Vol. 14 (30), no. 1, 2008, pp. 7–10

We prove that, for a convex product-measure $\mu$ on a
locally convex space, for any set $A$ of positive measure, on the
space of measurable polynomials of degree $d$, all
$L^p(\mu)$-norms coincide with the norms obtained by restricting
$\mu$ to $A$.

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