To each set of knots $t_{i} = i/2n$ for i = 0,...,2ν and $t_{i} = (i-ν)/n$ for i = 2ν + 1,..., n + ν, with 1 ≤ ν ≤ n, there corresponds the space $𝓢_{ν,n}$ of all piecewise linear and continuous functions on I = [0,1] with knots $t_{i}$ and the orthogonal projection $P_{ν,n}$ of L²(I) onto $𝓢_{ν,n}$. The main result is $lim_{(n-ν)∧ ν → ∞} ||P_{ν,n}||₁ = sup_{ν,n : 1 ≤ ν ≤ n} ||P_{ν,n}||₁ = 2 + (2 - √3)²$. This shows that the Lebesgue constant for the Franklin orthogonal system is 2 + (2-√3)².
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Let $(X_i, i=1,2,...)$ be the normalized gaussian system such that $X_i ∈ N(0,1)$, i = 1,2,... and let the correlation matrix $ρ_{ij} = E(X_iX_j)$ satisfy the following hypothesis: $C = sup_{i≥1} ∑_{j=1}^{∞} |ρ_{i,j}| < ∞$. We present Gebelein's inequality and some of its consequences: Borel-Cantelli type lemma, iterated log law, Levy's norm for the gaussian sequence etc. The main result is that (f(X₁) + ⋯ + f(Xₙ))/n → 0 a.s. for f ∈ L¹(ν) with (f,1)_ν = 0.
The first part of the paper presents results on Gaussian measures supported by general Banach sequence spaces and by particular spaces of Besov-Orlicz type. In the second part, a new constructive isomorphism between the just mentioned sequence spaces and corresponding function spaces is established. Consequently, some results on the support function spaces for the Gaussian measure corresponding to the fractional Brownian motion are proved. Next, an application to stochastic equations is given. The last part of the paper contains a result on the support function spaces for stable processes with independent increments.
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