text:
# Definition 1.1.

Selection of subsystems of random variables
equivalent in distribution to the Rademacher system
S.V.Astashkin

## Abstract

We present necessary and sufficient conditions on systems of random variables for them to possess a lacunary subsystem equivalent in distribution to the Rademacher system on the segment $`[0,1].`$ In particular, every uniformly bounded orthonormal system has this property. Furthermore, an arbitrary finite uniformly bounded orthonormal set of functions $`\{f_n\}_{n=1}^N`$ contains a subset of ”logarithmic” density equivalent in distribution to the corresponding set of Rademacher functions, with a constant independent of $`N.`$ A connection between the tail distribution and the $`L_p`$ -norms of polynomials with respect to systems of random variables exploited. We use, also, these results to study the $`𝒦`$ -closed representability of some Banach couples.

1.Introduction. In this paper, we shall consider problems connected to the selection of lacunary subsystems of random variables.

###### Definition 1.1.

A sequence of random variables (r.v.) $`\{f_n\}_{n=1}^{\mathrm{}},`$ $`f_nL_p`$ $`(p>2)`$ defined on a probability space $`(\mathrm{\Omega },\mathrm{\Sigma },)`$ is said to be a $`\mathrm{\Lambda }(p)`$ -system if there exists a constant $`K_p>0`$ such that

$$\underset{n=1}{\overset{m}{}}a_nf_n_pK_p\underset{n=1}{\overset{m}{}}a_nf_n_2,$$
$`(1.1)`$
for all $`m`$ and $`a_n`$ $`(n=1,2,.,m).`$

A sequence $`\{f_n\}_{n=1}^{\mathrm{}}`$ is called a $`\mathrm{\Lambda }(\mathrm{})`$ -system if it is a $`\mathrm{\Lambda }(p)`$ -system for any $`p<\mathrm{}.`$

Another lacunary condition is connected to the absolute convergence of series of r.v.

###### Definition 1.2.

A system $`\{f_n\}_{n=1}^{\mathrm{}}`$ of r.v. is said to be a Sidon system if

$$\underset{n=1}{\overset{m}{}}|a_n|C\underset{n=1}{\overset{m}{}}a_nf_n_{\mathrm{}},$$
$`(1.2)`$
where a constant $`C>0`$ is independent of $`m`$ and $`a_n`$ $`(n=1,2,.,m).`$

Now we introduce the following concept.

###### Definition 1.3.

We shall say that two systems $`\{f_n\}_{n=1}^{\mathrm{}}`$ and $`\{g_n\}_{n=1}^{\mathrm{}}`$ of r.v. defined on probability spaces $`(\mathrm{\Omega },\mathrm{\Sigma },)`$ and $`(\mathrm{\Omega }^{},\mathrm{\Sigma }^{},^{}),`$ respectively, are equivalent in distribution (write: $`\{f_n\}\stackrel{}{}\{g_n\}`$) if there exists a constant $`C>0`$ such that

$$C^1\left\{\left|\underset{n=1}{\overset{m}{}}a_nf_n(\omega )\right|>Cz\right\}^{}\left\{\left|\underset{n=1}{\overset{m}{}}a_ng_n(\omega ^{})\right|>z\right\}$$

$$C\left\{\left|\underset{n=1}{\overset{m}{}}a_nf_n(\omega )\right|>C^1z\right\},$$
$`(1.3)`$
for all $`m,`$ $`a_n`$ $`(n=1,2,.,m),`$ and $`z>0.`$ Every possible value of $`C`$ will be called a constant of this equivalence.

The main aim of this paper is to find necessary and sufficient conditions on systems of r.v. for them to possess a lacunary subsystem equivalent in distribution to the Rademacher system $`\{r_n\}_{n=1}^{\mathrm{}},`$

$$r_n(x)=\mathrm{sign}\mathrm{sin}(2^{\mathrm{n}1}\pi \mathrm{x}),\mathrm{x}[0,1].$$

In particulary, we shall show that every uniformly bounded orthonormal system has this property. This strengthens the following theorem from the paper .

###### Theorem 1.4.

Suppose $`\{f_n\}_{n=1}^{\mathrm{}}`$ is an orthonormal system of r.v. on a probability space $`(\mathrm{\Omega },\mathrm{\Sigma },),`$ $`|f_n(\omega )|M,`$ $`\omega \mathrm{\Omega },`$ $`n.`$ Then there exist a subsystem $`\{f_{n_k}\}\{f_n\}_{n=1}^{\mathrm{}}`$ and a positive constant $`C=C(M)`$ such that for all $`m,`$ $`a_k`$ $`(k=1,2,.,m),`$ and $`z>0`$ we have

$$\left\{\left|\underset{k=1}{\overset{m}{}}a_kf_{n_k}(\omega )\right|>z\right\}C\left|\{x[0,1]:\left|\underset{k=1}{\overset{m}{}}a_kr_k(x)\right|>C^1z\}\right|$$

(here $`|E|`$ denotes Lebesgue measure of a set $`E`$).

Khintchine’s inequality implies that the Rademacher system is a $`\mathrm{\Lambda }(\mathrm{})`$ -system. It easy to check that this system also is a Sidon system. Therefore a system of r.v. equivalent in distribution to the Rademacher system is both a $`\mathrm{\Lambda }(\mathrm{})`$ -system (futhermore, a constant $`K_p`$ in (1.1) can be taken the same, up to order, as that for the Rademacher system, i.e., $`K_p\sqrt{p}`$) and a Sidon system. So, the results of this paper strengthen well-known Banach’s and Gaposhkin’s theorems about the selection of $`\mathrm{\Lambda }(p)`$ and Sidon subsystems, respectively (, \[3,Th.1.4.1\]).

Similar problems for finite sets of r.v. also are of interest. Let $``$ be some class of sets $`\{f_n\}_{n=1}^N`$ of r.v., with fixed $`N.`$ For some lacunary property, we seek as large as possible $`m=m(N)`$ such that for every system from $``$ there exists a subset $`S\{1,2,..,N\}`$ having the following properties: 1) the number of its elements is not less than $`m;`$ 2) the subsystem $`\{f_n\}_{nS}`$ satisfies considered property, with a constant independent of $`N.`$

We shall consider this problem for the class of orthonormal sets of functions defined on the segment $`[0,1]`$ and the property of equivalence in distribution to the Rademacher system. We prove that every such set contains a subset of ”logarithmic” density $`m\mathrm{log}_2N`$ that is equivalent in distribution to the set of first $`m`$ Rademacher functions. This result is exact, up to order. It strengthens Kashin’s theorem about the selection of Sidon subsystems (see the paper ).

Let us remark, also, that lacunary subsystems of r.v. equivalent to the Rademacher system are ”best possible”. The reason for this is that the distribution of polynomials corresponding to any subsystem of the Rademacher system is the same as one for itself.

The important tools in following are Peetre ’s $`𝒦`$ -functional and the real interpolation method of operators.

Let $`(X_0,X_1)`$ be a Banach couple, $`xX_0+X_1,`$ $`t>0.`$ The Peetre $`𝒦`$ -functional concerning to this Banach couple is defined by the formula

$$𝒦(t,x;X_0,X_1)=inf\{x_0_{X_0}+tx_1_{X_1}:x=x_0+x_1,x_0X_0,x_1X_1\}.$$

For any $`0<\theta <1,`$ $`1q<\mathrm{}`$ define the norm

$$x_{\theta ,q}=\left\{\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\left[2^{n\theta }𝒦(2^n,x;X_0,X_1)\right]^q\right\}^{1/q}(xX_0+X_1).$$

Then $`(X_0,X_1)_{\theta ,q}=\{xX_0+X_1:x_{\theta ,q}<\mathrm{}\}`$ are interpolation Banach spaces concerning to a Banach couple $`(X_0,X_1)`$ (i.e., every linear operator defined on $`X_0+X_1`$ and bounded from $`X_i`$ into $`X_i`$ $`(i=0,1)`$ is also bounded as operator from $`(X_0,X_1)_{\theta ,q}`$ into itself). They are called the spaces of the real interpolation method.

This paper is organized as follows. In Section 2 we shall obtain necessary and sufficient conditions for an arbitrary system of r.v. to be equivalent in distribution to the Rademacher system. Also, we consider there some important partial cases of such systems. Section 3 contains the main results of the paper. We prove, here, theorems on the selection of subsystems equivalent in distribution to the Rademacher system. In Section 4 similar problems are considered in the case of finite orthonormal sets of functions. Section 5 is devoted to an application of previous results to studying the $`𝒦`$ -closed representability of some Banach couples. Indeed, it was this application which led us to the results in Sections 2 and 3.

Finally, we introduce some notation. Throughout this paper, a random variable (r.v.) will be a measurable function from a probability space to the real line. Suppose $`p>0,`$ $`f(\omega )`$ is a r.v. on a probability space $`(\mathrm{\Omega },\mathrm{\Sigma },);`$ then

$$f_p=(𝔼|f|^p)^{1/p}=\left\{_\mathrm{\Omega }|f(\omega )|^p𝑑(\omega )\right\}^{1/p}.$$

If $`a=(a_n)_{n=1}^{\mathrm{}}`$ is a sequence of real numbers, then

$$a_p=\left\{\underset{n=1}{\overset{\mathrm{}}{}}|a_n|^p\right\}^{1/p}.$$

As usual, $`L_p`$ consists of all r.v. $`f`$ such that $`f_p<\mathrm{}`$ and $`l_p`$ consists of all sequences $`a=(a_n)_{n=1}^{\mathrm{}}`$ such that $`a_p<\mathrm{}.`$

If $`A`$ and $`B`$ are two quantities (that may depend upon certain parameters), we shall write $`AB`$ to mean that there exists a positive constant $`C`$ such that $`C^1ABCA.`$ By $`|E|`$ will be denoted Lebesgue measure of a set $`E.`$

2. Systems of r.v. that are equivalent in distribution to the Rademacher system. The main result of this section establishes the necessary and sufficient conditions for an arbitrary system of r.v. to be equivalent in distribution to the Rademacher system.

Denote by $`𝒦_{1,2}(t,a)`$ the $`𝒦`$ -functional $`𝒦(t,a;l_1,l_2)`$ concerning to the Banach couple $`(l_1,l_2).`$ By approximate Holmstedt’s formula (see \[5,Th.4.1\] or \[6,$`𝓍\mathrm{\hspace{0.17em}5.7}`$\]), there exists a constant $`\alpha >0`$ such that for all $`a=(a_n)_{n=1}^{\mathrm{}}l_2`$ and $`t>0`$

$$\alpha ^1\left\{\underset{i=1}{\overset{[t^2]}{}}a_i^{}+t\left[\underset{i=[t^2]+1}{\overset{\mathrm{}}{}}(a_i^{})^2\right]^{1/2}\right\}𝒦_{1,2}(t,a)$$

$$\left\{\underset{i=1}{\overset{[t^2]}{}}a_i^{}+t\left[\underset{i=[t^2]+1}{\overset{\mathrm{}}{}}(a_i^{})^2\right]^{1/2}\right\},$$
$`(2.1)`$
where $`(a_i^{})_{i=1}^{\mathrm{}}`$ is the decreasing rearrangement of the sequence $`(|a_n|)_{n=1}^{\mathrm{}},`$ and $`[z]`$ is the largest integer that does not exceed $`z.`$

Clearly, $`\kappa (t,a)=𝒦_{1,2}(\sqrt{t},a)`$ is a continuous and increasing function for $`t0.`$ Moreover, formula (2.1) shows that

$$\underset{t0+}{lim}\kappa (t,a)=\mathrm{\hspace{0.17em}0}\text{ }and\alpha ^1a_1\underset{t+\mathrm{}}{lim}\kappa (t,a)a_1,$$
$`(2.2)`$
for any sequence $`a=(a_n)_{n=1}^{\mathrm{}}l_2.`$

###### Theorem 2.1.

Let $`\{f_n\}_{n=1}^{\mathrm{}}`$ be a sequence of r.v. defined on a probability space $`(\mathrm{\Omega },\mathrm{\Sigma },).`$ The following conditions are equivalent:

1) $`\{f_n\}\stackrel{}{}\{r_n\}`$ ($`\{r_n\}_{n=1}^{\mathrm{}}`$ is the Rademacher system on $`[0,1]);`$

2)

$$\underset{n=1}{\overset{m}{}}a_nf_n_t\underset{n=1}{\overset{m}{}}a_nr_n_t,$$

with a constant independent of $`t[1,\mathrm{}),`$ $`m,`$ and $`a_n`$ $`(n=1,.,m);`$

3)

$$\underset{n=1}{\overset{\mathrm{}}{}}a_nf_n_t\kappa (t,a),$$
$`(2.3)`$
with a constant independent of $`t[1,\mathrm{})`$ and $`a=(a_n)_{n=1}^{\mathrm{}}l_2.`$

###### Proof.

In the paper , P.Hitzhenko proved the equivalence similar to (2.3) for Rademacher functions. Namely,

$$\underset{n=1}{\overset{\mathrm{}}{}}a_nr_n_t\kappa (t,a),$$
$`(2.4)`$
with a constant independent of $`t[1,\mathrm{})`$ and $`a=(a_n)_{n=1}^{\mathrm{}}l_2.`$ This implies the equivalence $`2)3).`$ Next, by the definition of the equivalence in distribution, it is obvious that $`1)2).`$ Therefore we must prove only that $`3)1).`$

Fix $`a=(a_n)_{n=1}^m,`$ $`m`$ (we can assume that not all $`a_n`$ are equal to zero). We shall show that the tail distribution of a polynomial

$$f(\omega )=\underset{n=1}{\overset{m}{}}a_nf_n(\omega )(\omega \mathrm{\Omega })$$

depends only on the norms $`f_t,`$ or, by hypothesis, on the function $`\kappa (t,a)=𝒦_{1,2}(\sqrt{t},a)`$ $`(t1).`$

Let $`\beta 1`$ be a constant of equivalence (2.3). The $`𝒦`$ -functional $`\kappa (t,a)`$ is a concave function with respect to $`t`$ \[6,$`𝓍\mathrm{\hspace{0.17em}3.1}`$\]. Therefore from the Paley-Zygmund inequality \[8,$`𝓍\mathrm{\hspace{0.17em}1.6}`$\] we get for $`t1`$

$$\begin{array}{c}\{|f(\omega )|(2\beta )^1\kappa (t,a)\}\{|f(\omega )|^t2^tf_t^t\}\hfill \\ \hfill (12^t)^2\frac{f_t^{2t}}{f_{2t}^{2t}}\beta ^{4t}(12^t)^2\left\{\frac{\kappa (t,a)}{\kappa (2t,a)}\right\}^{2t}(2\beta )^{4t}.\end{array}$$

Since $`\kappa (t,a)`$ increases, then

$$\{|f(\omega )|(2\beta )^1\kappa (t,a)\}(2\beta )^{4t4},$$
$`(2.5)`$
for all $`t>0.`$

On the other hand, by Chebychev’s inequality and hypothesis, we have

$$\{|f(\omega )|\lambda \kappa (t,a)\}\lambda ^t\left[\frac{f_t}{\kappa (t,a)}\right]^t\left(\frac{\beta }{\lambda }\right)^t,$$

for $`t1`$ and $`\lambda >0.`$ In particular, if $`\lambda =\beta e,`$ then

$$\{|f(\omega )|\beta e\kappa (t,a)\}e^t\text{for}t1$$

and

$$\{|f(\omega )|\beta e\kappa (t,a)\}e^{1t}\text{for}t>0.$$
$`(2.6)`$
Following , we define the functionals

$$F(s)=sup\{t>0:\kappa (t,a)s\}\text{and}G(s)=inf\{t>0:\kappa (t,a)s\}.$$

Suppose that $`0<z<(4\alpha \beta )^1a_1.`$ By (2.2), $`\kappa (t,a)4z\beta ,`$ for some $`t>0.`$ Therefore from (2.5) it follows

$$\{|f(\omega )|>z\}\{|f(\omega )|(2\beta )^1\kappa (t,a)\}(2\beta )^{4t4}.$$

Hence, by the definition of $`G,`$ we have

$$\{|f(\omega )|>z\}(2\beta )^{4G(4\beta z)4}$$

and

$$\{|f(\omega )|>z\}C_1^1e^{C_2G(4\beta z)}\text{for}z<(4\alpha \beta )^1a_1,$$
$`(2.7)`$
where $`C_1=(2\beta )^4,`$ $`C_2=\mathrm{\hspace{0.17em}4}\mathrm{ln}(2\beta ).`$

Next, as $`\kappa (t,a)`$ is a concave function, the definition of $`G`$ and $`F`$ implies

$$\kappa (C_2G(4\beta z),a)\sqrt{2}C_2\kappa (2^1G(4\beta z),a)\mathrm{\hspace{0.33em}4}\sqrt{2}C_2\beta z=C_3z$$

and

$$C_2G(4\beta z)F(C_3z)\text{for}z>0,$$

where $`C_3=\mathrm{\hspace{0.17em}4}\sqrt{2}C_2\beta .`$ If we combine this with (2.7), then we get

$$\{|f(\omega )|>z\}C_1^1e^{F(C_3z)}\text{for}z<(4\alpha \beta )^1a_1.$$
$`(2.8)`$
In addition, from (2.3) it follows

$$f_n_{\mathrm{}}=\underset{t+\mathrm{}}{lim}f_n_t\beta ,$$

and therefore $`f_{\mathrm{}}\beta a_1.`$ Thus we have

$$\{|f(\omega )|>z\}=\mathrm{\hspace{0.33em}0}\text{for}z\beta a_1.$$
$`(2.9)`$
Next, by (2.2) we can find $`t^{}>0`$ such that $`0<\kappa (t^{},a)(2\beta e)^1z.`$ Then from (2.6) we obtain

$$\{|f(\omega )|>z\}\{|f(\omega )|\beta e\kappa (t^{},a)\}e^{1t^{}}.$$

The last yields

$$\{|f(\omega )|>z\}e^{1F(C_4^1z)}(z>0),$$
$`(2.10)`$
where $`C_4=\mathrm{\hspace{0.17em}2}\beta e.`$

In the same way, using (2.4), we can prove also the formulas similar to (2.8) — (2.10) for the Rademacher functions. Namely, if $`\beta ^{}1`$ is a constant of equivalence (2.4) and $`r(x)=_{n=1}^ma_nr_n(x),`$ then

$$|\{|r(x)|>z\}|(C_1^{})^1e^{F(C_3^{}z)}\text{for}z<(4\alpha \beta ^{})^1a_1,$$
$`(2.8^{})`$
$$|\{|r(x)|>z\}|=\mathrm{\hspace{0.33em}0}\text{for}za_1,$$
$`(2.9^{})`$
and

$$|\{|r(x)|>z\}|e^{1F((C_4^{})^1z)}\text{for}z>0.$$
$`(2.10^{})`$
Let us denote

$$A=\mathrm{max}(C_1e,C_3C_4^{},C_1^{}e,C_3^{}C_4,\mathrm{\hspace{0.17em}4}\alpha \beta \beta ^{}).$$
$`(2.11)`$
Note that $`\alpha `$ and $`\beta ^{}`$ are universal constants. Hence $`A`$ depends only on the constant $`\beta `$ of equivalence (2.3).

In the case $`z<(4\alpha \beta )^1a_1`$ formulas $`(2.10^{}),`$ $`(2.8),`$ and (2.11) give

$$\{|r(x)|>Az\}|e^{1F((C_4^{})^1Az)}e^{1F(C_3z)}$$

$$C_1e\{|f(\omega )|>z\}A\{|f(\omega )|>z\}.$$
$`(2.12)`$
If $`z(4\alpha \beta )^1a_1,`$ then $`Aza_1,`$ by (2.11). Hence $`(2.9^{})`$ yields: $`|\{|r(x)|>Az\}|=\mathrm{\hspace{0.17em}0},`$ and inequality (2.12) holds for all $`z>0.`$

Conversely, if $`z/A<(4\alpha \beta ^{})^1a_1,`$ then from (2.10), $`(2.8^{}),`$ and (2.11) we have

$$\{|f(\omega )|>z\}e^{1F(C_4^1z)}e^{1F(C_3^{}(z/A))}$$

$$C_1^{}e|\{|r(x)|>z/A\}|A|\{|r(x)|>z/A\}|.$$
$`(2.13)`$
If $`z/A(4\alpha \beta ^{})^1a_1,`$ then (2.11) implies $`z\beta a_1.`$ Taking into account (2.9), we get $`\{|f(\omega )|>z\}=\mathrm{\hspace{0.17em}0},`$ and inequality (2.13) is valid again.

From (2.12) and (2.13) it follows that $`\{f_n\}\stackrel{}{}\{r_n\}.`$ This completes the proof of Theorem 2.1. ∎

###### Remark 2.2.

The proof of Theorem 2.1 shows that constants of the equivalences of relations 1) — 3) depend only from each other. Therefore, for example, if a finite set $`\{f_n\}_{n=1}^N`$ satisfies (2.3) with a constant independent of $`N=1,2,..,`$ then $`\{f_n\}_{n=1}^N\stackrel{}{}\{r_n\}_{n=1}^N`$ also with a constant independent of $`N=1,2,..`$

Now, we consider two following partial cases.

###### Definition 2.3.

A system of r.v. $`\{f_n\}_{n=1}^{\mathrm{}}`$ is called multiplicative if for any pairwise distinct $`n_1,n_2,.,n_k`$ $`(k)`$

$$𝔼(f_{n_1}f_{n_2}\mathrm{}f_{n_k})=\mathrm{\hspace{0.33em}0}.$$

If, in addition, for any pairwise distinct $`n_1,n_2,.,n_k`$ and $`nn_s`$ $`(s=1,2,.,k)`$

$$𝔼(f_{n_1}f_{n_2}\mathrm{}f_{n_k}f_n^2)=\mathrm{\hspace{0.33em}0},$$

then $`\{f_n\}`$ is called a strongly multiplicative system.

Let us present examples of multiplicative and strongly multiplicative systems from the paper .

###### Example 2.4.

Let $`f_n(x)=\mathrm{sin}(2\pi k_nx)`$ $`(x[0,1]).`$ If $`k_{n+1}/k_n2,`$ then this sequence is a multiplicative system; moreover, it is a strongly multiplicative system provided $`k_{n+1}/k_n3.`$

###### Example 2.5.

A sequence $`\{f_n\}_{n=1}^{\mathrm{}}`$ of mean zero and square integrable independent r.v. is a strongly multiplicative system.

In the paper , J.Jakubovski and S.Kwapien proved the following theorem.

###### Theorem 2.6 (J.Jakubovski and S.Kwapien).

Let $`\{\phi _n\}_{n=1}^N`$ be a multiplicative system and $`\{\psi _n\}_{n=1}^N`$ be a strongly multiplicative system of r.v. If

$$\psi _n_{\mathrm{}}\phi _n_{\mathrm{}}𝔼(\psi _n^2),$$
$`(2.14)`$
for each $`n=1,.,N,`$ then there exist a probability space $`(\mathrm{\Omega }^{},\mathrm{\Sigma }^{},^{}),`$ $`\sigma `$ -field $`\mathrm{\Sigma }_0\mathrm{\Sigma }^{},`$ and a random vector $`(\psi _1^{},\psi _2^{},.,\psi _N^{})`$ defined on $`(\mathrm{\Omega }^{},\mathrm{\Sigma }^{},^{})`$ and equidistributed with the vector $`(\psi _1,\psi _2,.,\psi _N)`$ such that the random vector $`(\phi _1,\phi _2,.,\phi _N)`$ is equidistributed with the conditional expectation $`𝔼((\psi _1^{},\psi _2^{},.,\psi _N^{})|\mathrm{\Sigma }_0).`$

In particular, if $`H:^n`$ is a convex function, then

$$𝔼\left(H(\phi _1,.,\phi _N)\right)𝔼\left(H(\psi _1,.,\psi _N)\right).$$

Theorems 2.6 and 2.1 imply the following statement.

###### Theorem 2.7.

Suppose $`\{f_n\}_{n=1}^{\mathrm{}}`$ is a strongly multiplicative system of r.v. Then $`\{f_n\}\stackrel{}{}\{r_n\}`$ (with a constant depending only on $`D`$ and $`d`$) iff the following conditions hold:

$$|f_n(\omega )|D\text{for}n=1,2,..andand\omega \mathrm{\Omega }$$
$`(2.15)`$
and

$$d=\underset{n=1,2,..}{inf}𝔼(f_n^2)>0.$$
$`(2.16)`$
###### Proof.

Suppose that a system $`\{f_n\}_{n=1}^{\mathrm{}}`$ satiesfies (2.15) and (2.16). Then for $`\phi _n=f_n/D`$ and $`\psi _n=r_n`$ condition (2.14) is fulfilled. Hence,

$$\underset{n=1}{\overset{m}{}}a_nf_n_tD\underset{n=1}{\overset{m}{}}a_nr_n_t,$$

for any $`t1,`$ $`m,`$ and $`a_n`$ $`(n=1,2,.,m).`$

Analogously, the systems $`\phi _n=(d/D)r_n`$ and $`\psi _n=f_n`$ satisfy (2.14), also. Therefore,

$$\underset{n=1}{\overset{m}{}}a_nr_n_t\frac{D}{d}\underset{n=1}{\overset{m}{}}a_nf_n_t.$$

Using Theorem 2.1, we obtain: $`\{f_n\}\stackrel{}{}\{r_n\},`$ and a constant of this equivalnce depends only on $`D`$ and $`d`$ (see Remark 2.2).

The opposite assertion is an easy consequence of Definition 1.3. This completes the proof. ∎

###### Corollary 2.8.

A sequence $`\{f_n\}_{n=1}^{\mathrm{}}`$ of mean zero and square integrable independent r.v. is equivalent in distribution to the Rademacher system if and only if conditions (2.15) and (2.16) are fulfilled.

Now consider another situation. Suppose that $`G`$ 1s a compact abelian group with dual group $`\mathrm{\Gamma }.`$ Let $`\mu `$ be the normalized Haar measure on $`G.`$ If $`F\mathrm{\Gamma }.`$ then by $`C_F(G)`$ denote a set of all continuous functions $`f`$ on $`G`$ such that

$$\stackrel{}{f}(\gamma )=_Gf\stackrel{}{\gamma }d\mu =\mathrm{\hspace{0.33em}0}\text{for}\gamma F.$$

According to Definition 1.2, a subset $`F`$ is called a Sidon set if there exists a constant $`C=C(F)`$ (depending only on $`F`$) such that

$$\underset{\gamma \mathrm{\Gamma }}{}|\stackrel{}{f}(\gamma )|Cf_{\mathrm{}},$$

for every $`fC_F(G).`$

In the paper, G.Pisier proved the following result.

###### Theorem 2.9 (G.Pisier).

Suppose that $`F=\{\gamma _n\}\mathrm{\Gamma }`$ is a Sidon set. Then

$$\underset{n=1}{\overset{m}{}}a_n\gamma _n_t\underset{n=1}{\overset{m}{}}a_nr_n_t\text{for all}t1,$$

with a constant depending only on the Sidon constant $`C(F).`$

From Theorems 2.9 and 2.1 we obtain the following statement, which was be proved in a different way in the paper  (however, using the Pisier theorem, also).

###### Theorem 2.10.

Every infinite Sidon system $`F=\{\gamma _n\}_{n=1}^{\mathrm{}}`$ of characters defined on a compact abelian group is equivalent in distribution to the Rademacher system on the segment $`[0,1].`$ A constant of this equivalence depends only on the Sidon constant $`C(F).`$

###### Corollary 2.11.

Sequences $`f_n(x)=\mathrm{sin}(2\pi k_nx)`$ and $`g_n(x)=\mathrm{cos}(2\pi k_nx)`$ $`(x[0,1])`$ are equivalent in distribution to the Rademacher system provided $`k_{n+1}/k_n\lambda >1.`$

###### Remark 2.12.

The last result explains why many properties of the Rademacher system are shared by Hadamard lacunary trigonometric systems. In particular, all rearrangement invariant norms \[see  or ) of Rademacher polynomials and lacunary trigonometric polynomials are equivalent with a certain universal constant. Note that for this reason, for example, some conditions of theorems of the paper  are superflous.

3. Selection of subsystems equivalent in distribution to the Rademacher system. The following approximate formula for the $`𝒦`$ -functional $`𝒦_{1,2}(t,a)`$ of S.Montgomery-Smith  will serve as a important tool in our proofs.

For arbitrary $`t`$ define the norm on $`l_2`$

$$a_{Q(t)}=sup\left\{\underset{j=1}{\overset{t}{}}\left(\underset{nA_j}{}a_n^2\right)^{1/2}\right\},$$
$`(2.1)`$
where the supremum is taken over all disjoint subsets $`A_1,A_2,..,A_t`$ of $`.`$

###### Lemma 3.1 (S.Montgomery-Smith).

If $`a=(a_n)_{n=1}^{\mathrm{}}l_2`$ and $`t^2,`$ then

$$a_{Q(t^2)}𝒦_{1,2}(t,a)\sqrt{2}a_{Q(t^2)}.$$
$`(2.2)`$
###### Theorem 3.2.

Suppose a sequence of r.v. $`\{f_n\}_{n=1}^{\mathrm{}}`$ defined on a probability space $`(\mathrm{\Omega },\mathrm{\Sigma },)`$ contains a subsequence $`\{f_{n_k}\}_{k=1}^{\mathrm{}}`$ that satisfies the following conditions:

1) $`|f_{n_k}(\omega )|D`$ $`(k=1,2,..;\omega \mathrm{\Omega });`$

2) $`f_{n_k}0`$ weakly in $`L_2;`$

3) $`d=inf_{k=1,2,..}f_{n_k}_2>0.`$

Then there exists a subsystem $`\{\phi _i\}_{i=1}^{\mathrm{}}\{f_n\}_{n=1}^{\mathrm{}}`$ such that

$$\underset{i=1}{\overset{\mathrm{}}{}}a_i\phi _i_t𝒦_{1,2}(\sqrt{t},a)\text{for}a=(a_i)_{i=1}^{\mathrm{}}l_2\text{and}t1,$$
$`(3.1),`$
with a constant depending only on $`D`$ and $`d.`$

###### Proof.

Under assumptions 1) and 2) there exists a subsequence $`\{g_i\}\{f_{n_k}\}`$ such that

$$\underset{i=1}{\overset{\mathrm{}}{}}a_ig_i_tC_1\sqrt{t}a_2,$$
$`(3.2)`$
where a constant $`C_1=C_1(D)`$ does not depend of $`a=(a_i)_{i=1}^{\mathrm{}}l_2`$ and $`t1`$ (\[3,Th.1.3.2\], detailed proof see in ).

Then, if $`(a_i)=(b_i)+(c_i),`$ $`(b_i)l_1,`$ and $`(c_i)l_2,`$ we have

$$\begin{array}{c}\underset{i=1}{\overset{\mathrm{}}{}}a_ig_i_t\underset{i=1}{\overset{\mathrm{}}{}}b_ig_i_{\mathrm{}}+\underset{i=1}{\overset{\mathrm{}}{}}c_ig_i_tD\underset{i=1}{\overset{\mathrm{}}{}}|b_i|+\hfill \\ \hfill +C_1\sqrt{t}\left(\underset{i=1}{\overset{\mathrm{}}{}}c_i^2\right)^{1/2}\mathrm{max}(C_1,D)(b_1+\sqrt{t}c_2).\end{array}$$

Hence, by the definition of the $`𝒦`$ -functional,

$$\underset{i=1}{\overset{\mathrm{}}{}}a_ig_i_t\mathrm{max}(C_1,D)𝒦_{1,2}(\sqrt{t},a)\text{for}a=(a_i)_{i=1}^{\mathrm{}}l_2\text{and}t1.$$
$`(3.3)`$
In the proof of the opposite inequality we shall use Lemma 3.1 and an estimate of $`L_q`$ -norms of modified Riesz products from above for $`q>1`$ (applications of usual Riesz products to similar problems see, for example, in \[3,$`𝓍\mathrm{\hspace{0.17em}1.4}`$\] and \[17,$`𝓍\mathrm{\hspace{0.17em}8.4}`$\]).

First note that from conditions 1) and 3) of Theorem 2.1 concerning to $`\{f_{n_k}\}_{k=1}^{\mathrm{}}`$ it follows $`0<dg_i_2D`$ $`(i=1,2,..).`$ Therefore, without loss of generality, we can assume that $`g_i_2=\mathrm{\hspace{0.17em}1}`$ for all $`i=1,2,..`$

Let $`(\epsilon _i)_{i=1}^{\mathrm{}}`$ be a sequence of real numbers such that

$$\epsilon _i0,\mathrm{\hspace{0.33em}0}<\epsilon _i<\frac{1}{16}\mathrm{min}(1,D),\text{and}\underset{k=i+1}{\overset{\mathrm{}}{}}\epsilon _k<\epsilon _i(i=1,2,..).$$
$`(3.4)`$
It is readily seen that $`\{g_i^2\}`$ is a weakly compact sequence in the space $`L_2.`$ Hence there are a r.v. $`h=h(\omega )`$ and a subsequence $`\{h_k\}\{g_i\}`$ such that $`0h(\omega )D^2,`$ $`𝔼(h)=1,`$ and $`h_k^2h`$ weakly in $`L_2.`$ Futhermore, $`h_k0`$ weakly in $`L_2.`$ Therefore there exists a positive integer $`k_1`$ such that

$$|𝔼(h_{k_1})|+|𝔼(hh_{k_1})|+|𝔼(h_{k_1}^2h)|\frac{\epsilon _1}{2D}.$$

Denote $`\phi _1=h_{k_1}.`$ Suppose that positive integers $`k_1<k_2<\mathrm{}<k_{i1}`$ and functions $`\phi _1=h_{k_1},\phi _2=h_{k_2},.,\phi _{i1}=h_{k_{i1}}`$ $`(i2)`$ are chosen. Let $`k_i`$ be a positive integer such that $`k_i>k_{i1}`$ and for the function $`\phi _i=h_{k_i}`$

$$\{|𝔼(\phi _{j_1}\mathrm{}\phi _{j_s}\phi _i)|+|𝔼(h\phi _{j_1}\mathrm{}\phi _{j_s}\phi _i)|+|𝔼[\phi _{j_1}\mathrm{}\phi _{j_s}(\phi _i^2h)]|+$$

$$+\underset{l=1}{\overset{s}{}}|𝔼(\phi _{j_1}\mathrm{}\phi _{j_{l1}}\phi _{j_l}^2\phi _{j_{l+1}}\mathrm{}\phi _{j_s}\phi _i)|\}\mathrm{\hspace{0.33em}2}^iD^1\epsilon _i,$$
$`(3.5)`$
where $`\phi _{j_0}=\phi _{j_{s+1}}=1`$ and the summation is taken over all sets of indices $`1j_1<j_2<\mathrm{}<j_l<\mathrm{}<j_si1`$ $`(s=1,2,.,i1).`$

Let us show that (3.1) is valid for a such sequence $`\{\phi _i\}_{i=1}^{\mathrm{}}.`$

First let $`t`$ be a positive integer. Suppose that $`\{A_j\}_{j=1}^t`$ is an arbitrary partition of $`.`$ For $`N`$ and $`j=1,2,.,t`$ define sets $`A_j^N=\{i=1,.,N:iA_j\}`$ (it is possible some of them are empty). Introduce block Riesz products corresponding to this partition:

$$R_N(\omega )=\underset{i=1}{\overset{N}{}}(1+b_i\phi _i(\omega ))=\underset{j=1}{\overset{t}{}}\underset{iA_j^N}{}(1+b_i\phi _i(\omega )),$$

where $`b_i`$ such that

$$\underset{iA_j}{}b_i^2D^2$$
$`(3.6)`$
Denote

$$\phi (\omega )=\underset{i=1}{\overset{\mathrm{}}{}}a_i\phi _i(\omega )\text{for}a=(a_i)_{i=1}^{\mathrm{}}l_2.$$

Let us estimate the integral

$$I_N=_\mathrm{\Omega }R_N(\omega )\phi (\omega )𝑑(\omega )=\underset{i=1}{\overset{\mathrm{}}{}}a_i𝔼(R_N\phi _i)=\underset{i=1}{\overset{\mathrm{}}{}}a_i\beta _{i,N}$$
$`(3.7)`$
from below. Here

$$\beta _{i,N}=𝔼(R_N\phi _i)=_\mathrm{\Omega }[1+\underset{k=1}{\overset{N}{}}b_k\phi _k(\omega )+\underset{1k_1<k_2N}{}b_{k_1}b_{k_2}\phi _{k_1}(\omega )\phi _{k_2}(\omega )d(\omega )+\mathrm{}$$

$$\mathrm{}+b_1b_2\mathrm{}b_N\phi _1(\omega )\mathrm{}\phi _N(\omega )]\phi _i(\omega )d(\omega )=b_i\alpha _{i,N}+\gamma _{i,N},$$
$`(3.8)`$
where $`\alpha _{i,N}=\mathrm{\hspace{0.17em}1}`$ $`(iN),`$ $`\alpha _{i,N}=\mathrm{\hspace{0.17em}0}`$ $`(i>N),`$ and

$$\begin{array}{c}\gamma _{i,N}=𝔼(\phi _i)+\underset{k=1,ki}{\overset{N}{}}b_k𝔼(\phi _k\phi _i)+\underset{1k_1<k_2N}{}b_{k_1}b_{k_2}𝔼(\phi _{k_1}\phi _{k_2}\phi _i)+\mathrm{}\hfill \\ \hfill \mathrm{}+\underset{1k_1<\mathrm{}<k_sN}{}b_{k_1}\mathrm{}b_{k_s}𝔼(\phi _{k_1}\mathrm{}\phi _{k_s}\phi _i)+\mathrm{}+b_1\mathrm{}b_N𝔼(\phi _1\mathrm{}\phi _N\phi _i).\end{array}$$

Then

$$\gamma _{i,N}=S_1^i+S_2^i+S_3^i,$$
$`(3.9)`$
where the sums $`S_k^i`$ $`(k=1,2,3)`$ are defined as follows. Note that

$$𝔼(\phi _{k_1}\mathrm{}\phi _{k_s}\phi _i^2)=𝔼(\phi _{k_1}\mathrm{}\phi _{k_s}h)+𝔼[\phi _{k_1}\mathrm{}\phi _{k_s}(\phi _i^2h)].$$

The sum $`S_1^i`$ contains all terms with integrals of the form $`𝔼(\phi _{k_1}\mathrm{}\phi _{k_s}\phi _i)`$ or $`𝔼[\phi _{k_1}\mathrm{}\phi _{k_s}(\phi _i^2h)],`$ where $`k_1<k_2<\mathrm{}<k_s<i.`$ In the sums $`S_2^i`$ and $`S_3^i`$ we include all terms with integrals of the form $`𝔼(\phi _{k_1}\mathrm{}\phi _{k_{l1}}\phi _i\phi _{k_l}\mathrm{}\phi _{k_s}),`$ ($`k_1<k_2<\mathrm{}<k_{l1}i<k_l<\mathrm{}<k_s,`$ $`1ls`$) and $`𝔼(\phi _{k_1}\mathrm{}\phi _{k_s}h),`$ respectively.

Combining (3.5), (3.4), and (3.6), we get

$$|S_1^i|\frac{\epsilon _i}{D},|S_2^i|\frac{1}{D}\underset{k=i+1}{\overset{\mathrm{}}{}}\epsilon _k<\frac{\epsilon _i}{D}.$$
$`(3.10)`$
Every term of the sum $`S_3^i`$ contains the factor $`b_i.`$ Therefore from (3.4) we have

$$|S_3^i|\frac{|b_i|}{D}\underset{i=1}{\overset{\mathrm{}}{}}\epsilon _i\frac{|b_i|}{8}$$
$`(3.11)`$
Futhermore, if $`i>N,`$ then the sums $`S_2^i`$ and $`S_3^i`$ in (3.9) are absent. Hence,

$$\underset{i=N+1}{\overset{\mathrm{}}{}}|\gamma _{i,N}|\frac{1}{D}\underset{i=N+1}{\overset{\mathrm{}}{}}\epsilon _i\frac{1}{16D}.$$
$`(3.12)`$
Now, let $`1iN.`$ From (3.9) — (3.11), (3.4), and (3.6)

$$\left(\underset{iA_j^N}{}\gamma _{i,N}^2\right)^{1/2}\underset{k=1}{\overset{3}{}}\left(\underset{iA_j^N}{}(S_k^i)^2\right)^{1/2}\frac{2}{D}\underset{iA_j^N}{}\epsilon _i+\frac{1}{8}\left(\underset{iA_j^N}{}b_i^2\right)^{1/2}\frac{3}{8D},$$
$`(3.13)`$
for every $`j=1,2,.,t.`$

Formulas (3.7) and (3.8) imply

$$\begin{array}{c}I_N=\underset{i=1}{\overset{N}{}}a_ib_i+\underset{i=1}{\overset{N}{}}a_i\gamma _{i,N}+\underset{i=N+1}{\overset{\mathrm{}}{}}a_i\gamma _{i,N}=\hfill \\ \hfill =\underset{j=1}{\overset{t}{}}\left(\underset{iA_j^N}{}a_ib_i\right)+\underset{j=1}{\overset{t}{}}\left(\underset{iA_j^N}{}a_i\gamma _{i,N}\right)+\underset{i=N+1}{\overset{\mathrm{}}{}}a_i\gamma _{i,N}.\end{array}$$

Let $`N`$ such that

$$a_2\mathrm{\hspace{0.33em}2}\left(\underset{i=1}{\overset{N}{}}a_i^2\right)^{1/2}\mathrm{\hspace{0.33em}2}\underset{j=1}{\overset{t}{}}\left(\underset{iA_j^N}{}a_i^2\right)^{1/2}.$$

For every $`j=1,2,.,t,`$ choose $`b_i`$ $`(iA_j^N)`$ such that (3.6) holds and also

$$\underset{iA_j^N}{}a_ib_i=\frac{1}{D}\left(\underset{iA_j^N}{}a_i^2\right)^{1/2}.$$

By the last equality and inequalities (3.12), (3.13), and (3.4), we obtain

$$\begin{array}{c}I_N\frac{1}{D}\underset{j=1}{\overset{t}{}}\left(\underset{iA_j^N}{}a_i^2\right)^{1/2}\underset{j=1}{\overset{t}{}}\left(\underset{iA_j^N}{}a_i^2\right)^{1/2}\left(\underset{iA_j^N}{}\gamma _{i,N}^2\right)^{1/2}\hfill \\ \hfill \underset{i=N+1}{\overset{\mathrm{}}{}}|a_i||\gamma _{i,N}|\frac{5}{8D}\underset{j=1}{\overset{t}{}}\left(\underset{iA_j^N}{}a_i^2\right)^{1/2}\\ \hfill \left(\underset{i=N+1}{\overset{\mathrm{}}{}}|a_i|^2\right)^{1/2}\left(\underset{i=N+1}{\overset{\mathrm{}}{}}\gamma _{i,N}^2\right)^{1/2}\frac{1}{2D}\underset{j=1}{\overset{t}{}}\left(\underset{iA_j^N}{}a_i^2\right)^{1/2}.\end{array}$$

So, for every $`t`$ and a partition $`\{A_j\}_{j=1}^t`$ of positive integers there exist enough large positive integer $`N`$ and real numbers $`b_i`$ $`(i=1,2,.,N)`$ satisfying (3.6) such that

$$I_N=_\mathrm{\Omega }R_N(\omega )\phi (\omega )𝑑(\omega )\frac{1}{3D}\underset{j=1}{\overset{t}{}}\left(\underset{iA_j}{}a_i^2\right)^{1/2}.$$
$`(3.14)`$
Now, our aim is to prove an estimate of the integral $`I_N`$ from above with an expression of the form $`C\phi _t,`$ with a positive constant $`C.`$ By Hölder’s inequality,

$$|I_N|R_N_t^{}\phi _t,$$
$`(3.15)`$
where $`t^{}=t/(t1).`$

Since $`R_N(\omega )0,`$ then it is enough to estimate for this from above the quantity

$$L_N=R_N_t^{}^t^{}=_\mathrm{\Omega }[R_N(\omega )]^t^{}𝑑(\omega ).$$
$`(3.16)`$
Let $`t,`$ $`t3.`$ As before, $`\{A_j\}_{j=1}^t`$ is a partition of $`,`$ $`A_j^N=\{i=1,.,N:iA_j\},`$ and real numbers $`b_i`$ satisfy inequalities (3.6).

From the obvious inequality $`(1+x)^y\mathrm{\hspace{0.17em}1}+yx(x1,0<y1)`$ it follows that

$$\left[R_N(\omega )\right]^t^{}\underset{i=1}{\overset{N}{}}(1+b_i\phi _i(\omega ))[1+(t1)^1b_i\phi _i(\omega )]$$

$$\underset{i=1}{\overset{N}{}}[1+\frac{D^2}{t1}b_i^2+\frac{t}{t1}b_i\phi _i(\omega )]=_{j=1}^t_{iA_j^N}[1+\frac{D^2}{t1}b_i^2+\frac{t}{t1}b_i\phi _i(\omega )]$$
$`(3.17)`$
Denote by $`m(B)`$ the number of elements of a set $`B.`$ Then the inner product in the last expression is equal to the sum:

$$\begin{array}{c}\left\{1+\frac{D^2}{t1}\underset{iA_j^N}{}b_i^2+\left(\frac{D^2}{t1}\right)^2\underset{\stackrel{i_1<i_2}{i_1,i_2A_j^N}}{}b_{i_1}^2b_{i_2}^2+\mathrm{}+\left(\frac{D^2}{t1}\right)^{m(A_j^N)}\underset{iA_j^N}{}b_i^2\right\}+\hfill \\ \hfill +\underset{C_jA_j^N}{}\left[1+\left(\frac{D^2}{t1}\right)^{m(A_j^N)m(C_j)}\underset{iA_j^NC_j}{}b_i^2\right]\left(\frac{t}{t1}\right)^{m(C_j)}\underset{iC_j}{}b_i\phi _i(\omega ),\end{array}$$

where the summation in the last term is taken over all non-empty subsets $`C_j`$ of the set $`A_j^N.`$ In view of (3.6) the expression in braces is not greater than $`(t1)/(t2),`$ if $`t3.`$

So, combining (3.16),(3.17), and (3.6) again, we obtain:

$$L_N\left(\frac{t1}{t2}\right)^t+\left(\frac{t1}{t2}\right)^{t1}\underset{j=1}{\overset{t}{}}\underset{C_jA_j^N}{}\left(\frac{t}{t1}\right)^{m(C_j)+1}\left|𝔼\left[\underset{iC_j}{}\phi _i(\omega )\right]\right|+$$

$$+\left(\frac{t1}{t2}\right)^{t2}\underset{1j_1<j_2t}{}\underset{C_{j_1}A_{j_1}^N}{}\underset{C_{j_2}A_{j_2}^N}{}\left(\frac{t}{t1}\right)^{m(C_{j_1})+m(C_{j_2})+2}\left|𝔼\left[\underset{k=1}{\overset{2}{}}\underset{iC_{j_k}}{}\phi _i(\omega )\right]\right|+\mathrm{}$$

$$..+\left(\frac{t1}{t2}\right)^{ts}\underset{1j_1<\mathrm{}<j_st}{}\underset{C_{j_1}A_{j_1}^N}{}\mathrm{}\underset{C_{j_s}A_{j_s}^N}{}\left(\frac{t}{t1}\right)^{_{k=1}^sm(C_{j_k})+s}\left|𝔼\left[\underset{k=1}{\overset{s}{}}\underset{iC_{j_k}}{}\phi _i(\omega )\right]\right|+\mathrm{}$$

$$\mathrm{}+\underset{C_1A_1^N}{}\mathrm{}\underset{C_tA_t^N}{}\left(\frac{t}{t1}\right)^{_{j=1}^tm(C_j)+t}\left|𝔼\left[\underset{j=1}{\overset{t}{}}\underset{iC_j}{}\phi _i(\omega )\right]\right|.$$
$`(3.18)`$
Let us note that for $`t3`$

$$\frac{t}{t1}\mathrm{\hspace{0.33em}2}\text{ and }\left(\frac{t1}{t2}\right)^{ts}\left(\frac{t}{t1}\right)^s\mathrm{\hspace{0.33em}4}e(s=0,1,.,t).$$
$`(3.19)`$
Since the sets $`A_j^N`$ $`(j=1,2,.,t)`$ are mutually disjoint, then the integrands in the last expression are the distinct products of pairwise distinct functions $`\phi _i`$ $`(i=1,2,.,N).`$ In addition, the number of these functions is equal to $`m(C_j)`$ $`(j=1,2,.,t),`$ $`m(C_{j_1})+m(C_{j_2})`$ $`(1j_1<j_2t),..`$ $`,_{j=1}^tm(C_j)`$ for terms of the first,second,..,last sum, respectively. Therefore the maximal index of them in every integrand is not less than $`m(C_j),`$ $`m(C_{j_1})+m(C_{j_2}),..`$ $`_{j=1}^tm(C_j),`$ respectively. Finally, by (3.18) and (3.19), there holds

$$L_N\mathrm{\hspace{0.33em}4}e\left\{\underset{i=1}{\overset{N}{}}2^i\underset{1j_1<\mathrm{}<j_si1}{}\left|𝔼(\phi _{j_1}\mathrm{}\phi _{j_s}\phi _i)\right|\right\},$$
$`(3.20)`$
where the inner summation is taken over all sets of indices $`1j_1<\mathrm{}<j_si1.`$ From this inequality, (3.4), and (3.5) it follows

$$L_N\frac{4e}{D}\underset{i=1}{\overset{\mathrm{}}{}}\epsilon _i<\mathrm{\hspace{0.33em}2}.$$

So, by (3.15) and (3.16), we get

$$|I_N|\mathrm{\hspace{0.33em}2}\phi _t\text{for}N=1,2,..$$

Taking into account (3.14), from the last inequality we have

$$\underset{j=1}{\overset{t}{}}\left(\underset{iA_j}{}a_i^2\right)^{1/2}\mathrm{\hspace{0.33em}6}D\phi _t.$$

Therefore, by Lemma 3.1,

$$𝒦_{1,2}(\sqrt{t},a)\mathrm{\hspace{0.33em}6}\sqrt{2}D\phi _t,$$
$`(3.21)`$
for all positive integers $`t3`$ and $`a=(a_i)_{i=1}^{\mathrm{}}l_2.`$

Let us prove an analogous inequality in the cases $`t=1`$ and $`t=2.`$ First, the constructed system $`\{\phi _i\}_{i=1}^{\mathrm{}}`$ is a Riesz basic sequence. It means that

$$\underset{i=1}{\overset{\mathrm{}}{}}a_i\phi _i_2(a_i)_2.$$
$`(3.22)`$
In fact, by assumption, $`\phi _i_2=1.`$ Therefore (3.5) implies that

$$\underset{i=1}{\overset{m}{}}a_i\phi _i_2^2=\underset{i=1}{\overset{m}{}}a_i^2+\mathrm{\hspace{0.17em}2}\underset{1i<jm}{}a_ia_j𝔼(\phi _i\phi _j)$$

$$\underset{i=1}{\overset{m}{}}a_i^2\left\{\mathrm{\hspace{0.17em}1}\mathrm{\hspace{0.33em}2}\left[\underset{1i<jm}{}(𝔼(\phi _i\phi _j))^2\right]^{1/2}\right\}\frac{1}{2}(a_i)_2^2,$$
$`(3.23)`$
for all $`m.`$ Similarly,

$$\underset{i=1}{\overset{m}{}}a_i\phi _i_2^2\frac{3}{2}(a_i)_2^2,$$

and (3.22) is proved.

Inequality (3.2) shows that the system $`\{g_i\}_{i=1}^{\mathrm{}}`$ is a $`\mathrm{\Lambda }(\mathrm{})`$ -system. Therefore $`\{\phi _i\}_{i=1}^{\mathrm{}}`$ hase the same property, and hence it is a Banach system \[3,Cor.1.3.1\]. It means that

$$a_2M\underset{i=1}{\overset{m}{}}a_i\phi _i_1\text{for}a=(a_i)_{i=1}^{\mathrm{}}l_2,$$
$`(3.24)`$
where a constant $`M>0`$ depends only on $`D.`$

The inequality $`a_2a_1`$ implies that $`𝒦(1,a;l_1,l_2)=a_2.`$ Hence, using the properties of the $`𝒦`$ -functional, (3.23), and (3.24) we obtain:

$$𝒦_{1,2}(\sqrt{2},a)\sqrt{2}𝒦_{1,2}(1,a)\mathrm{\hspace{0.33em}2}\phi _2,$$
$`(3.25)`$
and

$$𝒦_{1,2}(1,a)M\phi _1.$$
$`(3.26)`$
Suppose now that $`t1`$ is an arbitrary real number. Choose a positive integer $`t_0`$ such that $`t_0t<t_0+1.`$ Then (3.21), (3.25), and (3.26) yield

$$𝒦_{1,2}(\sqrt{t},a)\sqrt{t/t_0}𝒦_{1,2}(\sqrt{t_0},a)\sqrt{2}𝒦_{1,2}(\sqrt{t_0},a)C\phi _t,$$

where $`C=\sqrt{2}\mathrm{max}(2,M,6\sqrt{2}D)`$ depends only on $`D.`$

To conclude the proof, it remains to note that (3.3) holds, in particular, for the system $`\{\phi _i\}_{i=1}^{\mathrm{}}.`$

###### Theorem 3.3.

A system $`\{f_n\}_{n=1}^{\mathrm{}}`$ of r.v. defined on a probability space $`(\mathrm{\Omega },\mathrm{\Sigma },)`$ contains a subsystem $`\{\phi _i\}_{i=1}^{\mathrm{}}`$ equivalent in distribution to the Rademacher system on the segment $`[0,1]`$ if and only if there exists a subsystem $`\{f_{n_k}\}\{f_n\}`$ that satisfies the following conditions:

1) $`|f_{n_k}(\omega )|D`$ $`(k=1,2,..;`$ $`\omega \mathrm{\Omega }`$);

2) $`f_{n_k}0`$ weakly in $`L_2;`$

3) $`d=inf_{k=1,2,..}f_{n_k}_2>0.`$

Moreover, a constant of the equivalence $`\{\phi _i\}\stackrel{}{}\{r_n\}`$ depends only on $`D`$ and $`d.`$

###### Proof.

First suppose there exists a subsystem $`\{f_{n_k}\}\{f_n\}`$ satisfying conditions 1) — 3). By Theorem 3.2, we can select a subsystem $`\{\phi _i\}_{i=1}^{\mathrm{}}\{f_n\}_{n=1}^{\mathrm{}}`$ such that equivalence (3.1) holds. Using Theorem 2.1, we obtain: $`\{\phi _i\}\stackrel{}{}\{r_n\}.`$

Conversely, suppose that $`\{\phi _i\}_{i=1}^{\mathrm{}}\{f_n\}_{n=1}^{\mathrm{}}`$ and $`\{\phi _i\}\stackrel{}{}\{r_n\}.`$ Clearly, the Rademacher system possess the properties similar to 1) — 3). Therefore $`\{\phi _i\}_{i=1}^{\mathrm{}},`$ also, satisfies 1) and 3). As we remarked in Section 1, the Rademacher system is a $`\mathrm{\Lambda }(\mathrm{})`$ -system. Hence $`\{\phi _i\}_{i=1}^{\mathrm{}}`$ have this property, too. The possibility of the selection of subsystem $`\{f_{n_k}\}\{\phi _i\}_{i=1}^{\mathrm{}}`$ satisfying condition 2) is a consequence of well-known Stechkin’s theorem \[3,Th.1.3.1\]. This completes the proof. ∎

The following result is an immediate consequence of Theorem 3.3.

###### Theorem 3.4.

Suppose $`\{f_n\}_{n=1}^{\mathrm{}}`$ is an orthonormal sequence of r.v. defined on a probability space $`(\mathrm{\Omega },\mathrm{\Sigma },),`$ $`|f_n(\omega )|D`$ ($`n=1,2,..;\omega \mathrm{\Omega }).`$ Then it contains a subsequence $`\{\phi _i\}_{i=1}^{\mathrm{}}`$ equivalent in distribution to the Rademacher system. A constant of this equivalence depends only on $`D.`$

###### Remark 3.5.

In \[18,$`𝓍\mathrm{\hspace{0.17em}3.2}`$\], G.Alexits posed the problem if any total orthogonal system of functions contains an infinite multiplicative or even strongly multiplicative subsystem. Theorem 3.4 give a positive solution of a problem similar to it: any uniformly bounded orthogonal system of r.v. contains a subsystem equivalent in distribution to the Rademacher system (consisting of independent functions).

As already stated in Section 1, if $`\{\phi _i\}\stackrel{}{}\{r_n\},`$ then $`\{\phi _i\}`$ is a Sidon system. It turns out a such system possess, in a definit sense, a strengthened Sidon property.

###### Corollary 3.6.

Suppose that a sequence $`\{f_n\}_{n=1}^{\mathrm{}}`$ of r.v. contains a subsequence $`\{f_{n_k}\},`$ satisfying conditions 1) — 3) of Theorem 3.3. Then there are a subsystem $`\{\phi _i\}_{i=1}^{\mathrm{}}\{f_n\}_{n=1}^{\mathrm{}}`$ and constants $`\alpha _1,\alpha _2,\alpha _3>0`$ depending only on $`D`$ and $`d`$ with following property: for an arbitrary polynomial

$$T(\omega )=\underset{i=1}{\overset{m}{}}a_i\phi _i(\omega )$$

there exists a set $`E=E(T)\mathrm{\Omega }`$ such that $`(E)>\alpha _12^m`$ and

$$|T(\omega )|\alpha _2T_{\mathrm{}}\alpha _3\underset{i=1}{\overset{m}{}}|a_i|\text{for}\omega E.$$

###### Proof.

By Theorem 3.3, $`\{f_n\}`$ contains a subsequence $`\{\phi _i\}`$ that is equivalent in distribution to the Rademacher system. It means that

$$C^1|\{|\stackrel{~}{T}(x)|>Cz\}|\{|T(\omega )|>z\}C|\{|\stackrel{~}{T}(x)|>C^1z\}|,$$

where $`\stackrel{~}{T}(x)=_{i=1}^ma_ir_i(x)`$ $`(x[0,1])`$ and $`C>0`$ is a constant independent of $`z>0.`$

In particular, it yields

$$C^1T_{\mathrm{}}\stackrel{~}{T}_{\mathrm{}}CT_{\mathrm{}}.$$

Therefore, by definition of Rademacher functions,

$$\begin{array}{c}\{|T(\omega )|>(2C^2)^1T_{\mathrm{}}\}\{|T(\omega )|>(2C)^1\stackrel{~}{T}_{\mathrm{}}\}\hfill \\ \hfill C^1|\{|\stackrel{~}{T}(x)|>2^1\stackrel{~}{T}_{\mathrm{}}\}|C^12^m.\end{array}$$

Denote $`\alpha _1=C^1,`$ $`\alpha _2=(2C^2)^1,`$ and $`E=E(T)=\{\omega \mathrm{\Omega }:|T(\omega )|>\alpha _2T_{\mathrm{}}\}.`$ Then if $`\omega E,`$

$$|T(\omega )|>\alpha _2T_{\mathrm{}}\alpha _2C^1\stackrel{~}{T}_{\mathrm{}}=\alpha _3\underset{i=1}{\overset{m}{}}|a_i|,$$

where $`\alpha _3=\alpha _2C^1.`$

Remind that there is a local version of the Sidon property. Namely, a sequence $`\{f_n\}_{n=1}^{\mathrm{}}`$ of functions measurable on the segment $`[0,1]`$ is called a Sidon-Zygmund system if there exists a set $`E[0,1]`$ such that $`|E|>0`$ and the condition $`_{n=1}^{\mathrm{}}a_nf_n(x)L_{\mathrm{}}(I)`$ implies $`(a_n)_{n=1}^{\mathrm{}}l_1,`$ for any segment $`I`$ such that $`|IE|>0.`$ We say that $`\{f_n\}_{n=1}^{\mathrm{}}`$ is a Sidon-Zygmund system in the restricted sense if, in addition, we can take $`E=[0,1].`$

The last results of this section strengthen the theorem of Gaposhkin about the selection of subsystems with the Sidon-Zygmund property (in the usual and the restrictive sense) \[3,Th.1.4.2\]. By $`\chi _E`$ we denote here the indicator function of a set $`E[0,1],`$ i.e., $`\chi _E(x)=\mathrm{\hspace{0.17em}1}`$ for $`xE`$ and $`\chi _I(x)=\mathrm{\hspace{0.17em}0}`$ for $`xE.`$

###### Theorem 3.7.

Suppose a sequence $`\{f_n\}_{n=1}^{\mathrm{}}`$ of functions measurable on the segment $`[0,1]`$ contains a subsequence $`\{f_{n_k}\}`$ satisfying conditions 1) — 3) of Theorem 3.3. There exist a subsystem $`\{\phi _i\}\{f_n\}`$ and a set $`E[0,1],`$ $`|E|>0`$ having the following property:

for any segment $`I[0,1]`$ such that $`|IE|>0`$ and for some positive integer $`k_0=k_0(I)`$ depending on $`I`$ the sequence $`\{\phi _i\chi _I\}_{i=k_0}^{\mathrm{}}`$ is equivalent in distribution to the Rademacher system on $`[0,1].`$ A constant of this equivalence depends on $`D,`$ $`d,`$ and $`I.`$

###### Proof.

By Theorem 2.1, it is enough to find a subsystem $`\{\phi _i\}\{f_n\}`$ and a set $`E[0,1],`$ $`|E|>0`$ such that for every segment $`I[0,1],`$ $`|IE|>0`$ and for some $`k_0=k_0(I)`$ we have

$$\underset{i=1}{\overset{\mathrm{}}{}}a_i\phi _{k_0+i1}\chi _I_t𝒦_{1,2}(\sqrt{t},a)\text{for}a=(a_i)_{i=1}^{\mathrm{}}\text{and}t1.$$

(a constant of this equivalence depends on $`D,`$ $`d,`$ and $`I`$).

Next, we can use arguments similar to those in the proof of Theorem 3.2. Hence we make only some remarks.

First of all, it is clear that inequality (3.2) holds for functions $`g_i\chi _I`$ $`(I`$ is any segment from $`[0,1]).`$ Next, as in the proof of Theorem 1.4.2 from , we can select a subsequence $`\{\phi _i\}\{g_i\}`$ such that the relations similar to (3.5) hold for the integrals taken over an arbitrary segment $`I[0,1].`$ Moreover, by well-known Marcinkiewicz’s lemma (see \[19\[ or \[3,L.1.2.5\]), we can assume that there is a some set $`E[0,1]`$ such that $`|E|>0`$ and for any subset $`FE,`$ $`|F|>0`$ there holds:

$$\underset{i\mathrm{}}{lim\; inf}_F\phi _i^2(x)𝑑x>\mathrm{\hspace{0.33em}0}.$$
$`(3.27)`$
So, we can repeat next the arguments of the proof of Theorem 3.2 replacing only the integrals over $`[0,1]`$ with the integrals over a segment $`I`$ such that $`|IE|>0.`$

###### Theorem 3.8.

Suppose a sequence $`\{f_n\}_{n=1}^{\mathrm{}}`$ of functions measurable on $`[0,1]`$ contains a subsequence $`\{f_{n_k}\}`$ satisfying conditions 1) and 2) of Theorem 3.3. Besides, if $`F[0,1]`$ such that $`|F|>0,`$ then

$$\underset{k\mathrm{}}{lim\; inf}_Ff_{n_k}^2(x)𝑑x>\mathrm{\hspace{0.33em}0}$$
$`(3.28)`$
Then there exists a subsystem $`\{\phi _i\}\{f_n\}`$ with the following property: for any segment $`I[0,1],`$ $`|I|>0`$ can be found a positive integer $`k_0=k_0(I)`$ such that the sequence $`\{\phi _i\chi _I\}_{i=k_0}^{\mathrm{}}`$ is equivalent in distribution to the Rademacher system on $`[0,1].`$

###### Proof.

in view of (3.28) we can assume that the consructed subsystem $`\{\phi _i\}_{i=1}^{\mathrm{}}`$ satisfies (3.27) for an arbitrary set $`F[0,1]`$ of positive Lebesgue measure. Next, we argue as in the proofs of Theorems 3.7 and 3.2. ∎

4. Density of subsystems equivalent in distribution to the Rademacher system. Now we consider a problem of selection of lacunary subsets from finite orthogonal sets $`\{f_n\}_{n=1}^N`$ of functions defined on the segment $`[0,1].`$ We prove that a such set contains a subset $`\{f_{n_i}\}_{i=1}^s`$ of ”logarithmic density” (i.e., $`sC\mathrm{log}_2N)`$ that is equivalent in distribution to the set of first $`s`$ Rademacher functions with a constant independent of $`N.`$ This strengthens Kashin’s theorem on selection of Sidon subsets . Let us note that the analogous $`\mathrm{\Lambda }(p)`$ -problem was solved by J.Bourgain .

###### Theorem 4.1.

Let $`\{f_n\}_{n=1}^N`$ be an orthonormal set of functions defined on the segment $`[0,1],`$ $`|f_n(x)|D`$ $`(n=1,2,.,N).`$ There exist a subset $`\{f_{n_i}\}_{i=1}^s`$ $`(1n_1<n_2<\mathrm{}<n_sN)`$ and a constant $`C>0`$ depending only on $`D`$ such that $`s\mathrm{max}\{[1/6\mathrm{log}_2N],1\}`$ and

$$C^1\left|\left\{\left|\underset{i=1}{\overset{s}{}}a_ir_i(x)\right|>Cz\right\}\right|\left|\left\{\left|\underset{i=1}{\overset{s}{}}a_if_{n_i}(x)\right|>z\right\}\right|C\left|\left\{\left|\underset{i=1}{\overset{s}{}}a_ir_i(x)\right|>C^1z\right\}\right|,$$

for all $`a_i`$ $`(i=1,2,.,s)`$ and $`z>0.`$

We need two lemmas; the first was proved by B.S.Kashin \[17,L.8.4.1\].

###### Lemma 4.2.

Suppose a set of functions $`\{f_n\}_{n=1}^N`$ $`(\mathrm{log}_2N6)`$ satisfies the conditions of Theorem 4.1. Then there exists a subset $`\{f_{n_i}\}_{i=1}^s\{f_n\}_{n=1}^N`$ $`(1n_1<n_2<\mathrm{}<n_sN)`$ such that $`s[1/6\mathrm{log}_2N]`$ and

$$\underset{\theta 𝒜_s}{}\left\{𝔼\left[\underset{i=1}{\overset{s}{}}\left(\frac{f_{n_i}(x)}{D}\right)^{\theta _i}\right]\right\}^2\mathrm{\hspace{0.33em}10}^s,$$
$`(4.1)`$
where $`𝒜_s`$ is the collection of all $`\theta =(\theta _i)_{i=1}^s`$ such that

$$a)\theta _i=\mathrm{\hspace{0.17em}0},1\text{ or }2;b)\underset{i:\theta _i=1}{}1\mathrm{\hspace{0.17em}1};c)_{i:\theta _i=2}1\mathrm{\hspace{0.17em}1}.$$

The second lemma allows, under certain assumptions, to extend an uniformly bounded set of functions from the segment $`[0,1]`$ to some more large segment, so that the constructed set is uniformly bounded and multiplicative. Analogous results about extending to an orthogonal set see in \[17,$`𝓍\mathrm{\hspace{0.17em}7.1}`$\].

###### Lemma 4.3.

Let $`\{g_i\}_{i=1}^s`$ be a set of functions on $`[0,1],`$ $`|g_i(x)|D`$ $`(i=1,2,.,s;x[0,1]),`$ and

$$\underset{\theta 𝒜_{s}^{}{}_{}{}^{}}{\mathrm{max}}\left|𝔼\left[\underset{i=1}{\overset{s}{}}\left(\frac{g_i(x)}{D}\right)^{\theta _i}\right]\right|<\mathrm{\hspace{0.33em}2}^s,$$
$`(4.2)`$
where $`𝒜_{s}^{}{}_{}{}^{}`$ is the collection of all $`\theta =(\theta _i)_{i=1}^s𝒜_s`$ such that $`\theta _i=0`$ or $`1.`$

Then there exists a multiplicative set $`\{h_i\}_{i=1}^s`$ of functions defined on the segment $`[0,2]`$ such that $`h_i(x)\chi _{[0,1]}(x)=g_i(x)`$ and $`h_i_{L_{\mathrm{}}[0,2]}D`$ $`(i=1,2,.,s).`$

###### Proof.

For any positive integer $`s,`$ we have

$$[1,2)=\underset{k=1}{\overset{2^s}{}}\mathrm{\Delta }_k,\text{where}\mathrm{\Delta }_k=[a_{k1},a_k),a_k=1+k2^s(k=1,2,.,2^s).$$

Let us fix an one-to-one mapping from the collection $`𝒜_{s}^{}{}_{}{}^{}`$ to the set of intervals $`\{\mathrm{\Delta }_k\}_{k=1}^{2^s1}.`$

Suppose $`\theta =(\theta _i)_{i=1}^s`$ is the element of the collection $`𝒜_{s}^{}{}_{}{}^{}`$ corresponding to an interval $`\mathrm{\Delta }_k.`$ Denote by $`\{i_j\}_{j=1}^m`$ $`(1i_1<i_2<\mathrm{}<i_ms)`$ the set of all $`i=1,2,.,s`$ such that $`\theta _i=1.`$

For every $`\alpha \mathrm{\Delta }_k,`$ we define

$$u_\alpha (x)=\chi _{[a_{k1},\alpha )}(x)\chi _{[\alpha ,a_k]}(x)\text{for}x\mathrm{\Delta }_k.$$
$`(4.3)`$
Then the image of the function

$$v(\alpha )=_{\mathrm{\Delta }_k}u_\alpha (x)𝑑x=\mathrm{\hspace{0.33em}2}\alpha a_{k1}a_k\text{for}\alpha \mathrm{\Delta }_k$$

includes the segment $`[2^s,2^s].`$ By condition (4.2), the functions $`\overline{g}_i(x)=g_i(x)/D`$ satisfy the inequality: $`|𝔼(\overline{g}_{i_1}\overline{g}_{i_2}\mathrm{}\overline{g}_{i_m})|<\mathrm{\hspace{0.17em}2}^s.`$ Therefore it can be found $`\alpha _k(a_{k1},a_k)`$ such that

$$v(\alpha _k)=𝔼(\overline{g}_{i_1}\overline{g}_{i_2}\mathrm{}\overline{g}_{i_m}).$$
$`(4.4)`$
First suppose $`m2.`$ Denote by $`d_j(x)`$ $`(j=1,2,.,m1)`$ step functions defined for $`x[a_{k1},\alpha _k)`$ and having the following properties:

$$1)|d_j(x)|\mathrm{\hspace{0.17em}1};\mathrm{\hspace{0.33em}\hspace{0.33em}2})_{a_{k1}}^{\alpha _k}d_{j_1}d_{j_2}\mathrm{}d_{j_l}dx=\mathrm{\hspace{0.17em}0}(1j_1<j_2<\mathrm{}<j_lm1)$$
$`(4.5)`$
(for example, a such functions can be constructed using the Rademacher functions). Let $`c_j(x)`$ $`(j=1,2,.,m1)`$ be an analogous system, but defined on the interval $`[\alpha _k,a_k].`$

Let us define the functions $`h_i(x)`$ as follows. If $`x\mathrm{\Delta }_k`$ $`(k=1,..,2^s1),`$ then

$$h_i(x)\mathrm{\hspace{0.17em}0}(ii_j,j=1,2,.,m),h_{i_j}(x)=$$

$$=D[d_j(x)\chi _{[a_{k1},\alpha _k)}(x)+c_j(x)\chi _{[\alpha _k,a_k]}(x)](j=1,2,.,m1),$$
$`(4.6)`$
and

$$h_{i_m}(x)=D\left[\underset{j=1}{\overset{m1}{}}d_j(x)\chi _{[a_{k1},\alpha _k)}(x)\underset{j=1}{\overset{m1}{}}c_j(x)\chi _{[\alpha _k,a_k]}(x)\right].$$
$`(4.7)`$
By (4.5) and (4.4), we have

$$_{\mathrm{\Delta }_k}h_{i_1}h_{i_2}\mathrm{}h_{i_m}𝑑x=D^m_{\mathrm{\Delta }_k}u_{\alpha _k}(x)𝑑x=D^mv(\alpha _k)=𝔼(g_{i_1}g_{i_2}\mathrm{}g_{i_m}).$$
$`(4.8)`$
At the same time, from the definition of functions $`h_i`$ $`(i=1,2,.,s)`$ and (4.5) it follows

$$_{\mathrm{\Delta }_k}h_{i_1^{}}h_{i_2^{}}\mathrm{}h_{i_l^{}}𝑑x=\mathrm{\hspace{0.33em}0},$$
$`(4.9)`$
for every another set of indices $`\{i_j^{}\}_{j=1}^l`$ $`(1i_1^{}<\mathrm{}<i_l^{}s).`$

In the case $`m=1`$ we define

$$h_i(x)\mathrm{\hspace{0.17em}0}\text{if}ii_1\text{and}h_{i_1}(x)=Du_{\alpha _k}(x).$$
$`(4.10)`$
Then equalities (4.8) and (4.9) hold again.

So, the functions $`h_i(x)`$ are defined on $`_{k=1}^{2^s1}\mathrm{\Delta }_k.`$ In addition, let $`h_i(x)=g_i(x)`$ for $`x[0,1]`$ and $`h_i(x)=\mathrm{\hspace{0.17em}0}`$ for $`x\mathrm{\Delta }_{2^s}.`$ Since (4.3) and (4.5) — (4.10) yield that $`\{h_i\}_{i=1}^s`$ is a multiplicative set on the segment $`[0,2]`$ and $`|h_i(x)|D,`$ then this completes the proof. ∎

###### Proof of Theorem 4.1.

In view of Theorem 2.1 and Remark 2.2 it is sufficient to prove that there exists a subset $`\{f_{n_i}\}_{i=1}^s`$ such that $`s\mathrm{max}\{[1/6\mathrm{log}_2N],1\}`$ and

$$\underset{i=1}{\overset{s}{}}a_if_{n_i}_t𝒦_{1,2}(\sqrt{t},a)(t1,a=(a_i)_{i=1}^s),$$
$`(4.11)`$
with a constant depending only on $`D.`$ As before, here $`𝒦_{1,2}(\sqrt{t},a)=𝒦(\sqrt{t},a;l_1,l_2).`$

Using Lemma 4.2, we can select a subset $`\{f_{n_i}\}_{i=1}^s`$ $`(s\mathrm{max}\{[1/6\mathrm{log}_2N],1\})`$ satisfying condition (4.1). Since $`𝒜_{s}^{}{}_{}{}^{}𝒜_s,`$ then (4.2) holds also for functions $`g_i=f_{n_i}.`$ Hense, by Lemma 4.3, the set $`\{f_{n_i}\}_{i=1}^s`$ can be extended to a multiplicative set $`\{h_i\}_{i=1}^s`$ on the segment $`[0,2],`$ $`|h_i(x)|D.`$ It is easy to check that the set of functions $`h_i^{}(x)=h_i(2x)`$ $`(i=1,..,s)`$ is a multiplicative system on the segment $`[0,1]`$ and $`|h_i^{}(x)|D.`$ Therefore, by Corollary 3 from ,

$$\underset{i=1}{\overset{s}{}}a_ih_i^{}_{L_t[0,1]}C_1\sqrt{t}a_2,$$

where $`t1,`$ $`a=(a_i)_{i=1}^s,`$ and a positive constant $`C_1`$ depends only on $`D.`$ Hence,

$$\underset{i=1}{\overset{s}{}}a_if_{n_i}_t\mathrm{\hspace{0.33em}2}C_1\sqrt{t}a_2$$
$`(4.12)`$
Using the last inequality and arguing as in the proof of Theorem 3.2 (see inequality (3.20)), we obtain:

$$\underset{i=1}{\overset{s}{}}a_if_{n_i}_tC𝒦_{1,2}(\sqrt{t},a)(t1),$$
$`(4.13)`$
where $`C=\mathrm{max}(D,2C_1)`$ depends only on $`D.`$

Let us prove the opposite inequality. Denote

$$a=(a_i)_{i=1}^s\text{ and }P(x)=\underset{i=1}{\overset{s}{}}a_if_{n_i}(x).$$

At first, suppose that $`t,`$ $`t3.`$ For $`s16D^2,`$ by the definition of the $`𝒦`$ -functional, we have:

$$P_tP_2=a_2\frac{1}{\sqrt{s}}\underset{i=1}{\overset{s}{}}|a_i|\frac{1}{4D}𝒦_{1,2}(\sqrt{t},a).$$
$`(4.14)`$
Therefore it is sufficient to consider the case when

$$s>\mathrm{\hspace{0.33em}16}D^2.$$
$`(4.15)`$
Let $`\{A_j\}_{j=1}^t`$ be an arbitrary partition of the set $`\{1,2,.,s\}`$ (probably, some of them are empty) and

$$\underset{iA_j}{}b_i^2\mathrm{\hspace{0.33em}1}\text{for}j=1,2,.,t.$$
$`(4.16)`$
Introduce the Riesz products

$$R_s(x)=\underset{i=1}{\overset{s}{}}\left(1+\frac{b_i}{D}f_{n_i}(x)\right)$$

and the integral

$$\begin{array}{c}I_s=_0^1P(x)R_s(x)𝑑x=\underset{i=1}{\overset{s}{}}a_i_0^1f_{n_i}(x)𝑑x+\hfill \\ \hfill +\underset{i=1}{\overset{s}{}}a_i_0^1f_{n_i}(x)\underset{\theta 𝒜_s^{}}{}\underset{k=1}{\overset{s}{}}\left[\frac{b_k}{D}f_{n_k}(x)\right]^{\theta _k}dx.\end{array}$$

After regrouping its terms we get

$$I_s=D^1\underset{i=1}{\overset{s}{}}a_ib_i+\underset{i=1}{\overset{s}{}}a_i\gamma _i,$$
$`(4.17)`$
where

$$\gamma _i=_0^1f_{n_i}(x)𝑑x+_0^1f_{n_i}(x)\underset{\theta 𝒜_{s}^{}{}_{}{}^{}(i)}{}\underset{k=1}{\overset{s}{}}\left[\frac{b_k}{D}f_{n_k}(x)\right]^{\theta _k}dx,$$

$$𝒜_{s}^{}{}_{}{}^{}(i)=𝒜_{s}^{}{}_{}{}^{}\{\theta ^i\}\text{where}\theta ^i=(\theta _j^i),\theta _i^i=1,\theta _j^i=0(ji).$$

Since $`|b_i|1`$ $`(i=1,2,.,s),`$ then (4.1) and the Cauchy-Bunyakovskii inequality yield

$$\underset{i=1}{\overset{s}{}}|\gamma _i|D\underset{\theta 𝒜_s}{}\left|_0^1\underset{k=1}{\overset{s}{}}\left[\frac{f_{n_k}(x)}{D}\right]^{\theta _k}dx\right|D(s2^s)^{1/2}10^{s/2}=D(s5^s)^{1/2}.$$

By (4.15), $`(s5^s)^{1/2}\mathrm{\hspace{0.17em}8}/s<\mathrm{\hspace{0.17em}2}^1D^2,`$ and we have

$$\underset{i=1}{\overset{s}{}}|\gamma _i|\frac{1}{2D}.$$
$`(4.18)`$
Let $`b_i`$ $`(iA_j,j=1,..,t)`$ satisfy (4.16) and

$$\underset{iA_j}{}a_ib_i=\left(\underset{iA_j}{}a_i^2\right)^{1/2}.$$

Then from (4.17) and (4.18) we obtain

$$\begin{array}{c}I_s\frac{1}{D}\underset{j=1}{\overset{t}{}}\left(\underset{iA_j}{}a_i^2\right)^{1/2}\underset{j=1}{\overset{t}{}}\left|\underset{iA_j}{}a_i\gamma _i\right|\frac{1}{D}\underset{j=1}{\overset{t}{}}\left(\underset{iA_j}{}a_i^2\right)^{1/2}\hfill \\ \hfill \underset{j=1}{\overset{t}{}}\left(\underset{iA_j}{}a_i^2\right)^{1/2}\left(\underset{iA_j}{}|\gamma _i|\right)\frac{1}{2D}\underset{j=1}{\overset{t}{}}\left(\underset{iA_j}{}a_i^2\right)^{1/2}.\end{array}$$

Thus, by (2.2), we have

$$I_s\frac{1}{2\sqrt{2}D}𝒦_{1,2}(\sqrt{t},a)\text{for positive integer}t3.$$
$`(4.19)`$
Now, let us estimate the integral $`I_s`$ from above. By Hölder’s inequality,

$$|I_s|R_s_t^{}P_t,$$

where $`t^{}=t/(t1).`$

Arguing as in the proof of Theorem 3.2, we can prove that

$$R_s_t^{}\mathrm{\hspace{0.33em}4}e2^s\underset{\theta 𝒜_s^{}}{}\left|𝔼\left\{\underset{i=1}{\overset{s}{}}\left[\frac{f_{n_i}(x)}{D}\right]^{\theta _i}\right\}\right|\text{for}t3.$$

So, inequality (4.1), the embedding $`𝒜_{s}^{}{}_{}{}^{}𝒜_s,`$ and the Cauchy-Bunyakovskii inequality imply $`R_s_t^{}\mathrm{\hspace{0.17em}4}e.`$ Therefore $`|I_s|\mathrm{\hspace{0.17em}4}eP_t,`$ and from (4.19) it follows

$$𝒦_{1,2}(\sqrt{t},a)\mathrm{\hspace{0.33em}8}\sqrt{2}eDP_t\text{for positive integers}t3.$$
$`(4.20)`$
Analogous relations hold also for $`t=2`$ and $`t=1.`$ In fact, since $`\{f_n\}_{n=1}^N`$ is an orthonormal set and $`𝒦_{1,2}(1,a)=a_2,`$ then

$$𝒦_{1,2}(\sqrt{2},a)\sqrt{2}𝒦_{1,2}(1,a)=\sqrt{2}P_2.$$
$`(4.21)`$
In addition, as in the proof of Theorem 3.2, using (4.12) and Corollary 1.3.1 from , we obtain

$$𝒦_{1,2}(1,a)=a_2MP_1,$$
$`(4.22)`$
where a constant $`M>0`$ depends only on $`D.`$

Finally, we extend, as usual, (4.20) — (4.22) to all real $`t1`$ and get

$$𝒦_{1,2}(\sqrt{t},a)CP_t,$$

where $`C=\sqrt{2}\mathrm{max}(M,\sqrt{2},8\sqrt{2}eD).`$ Note that this constant depends only on $`D.`$ Therefore in view of (4.13) equivalence (4.11) holds with a conctant depending only on $`D.`$ This completes the proof. ∎

###### Remark 4.4.

The ”logarithmic” order conditions of the density of subsystem $`\{f_{n_i}\}_{i=1}^s`$ are exact. Indeed, in the paper  S.B.Stechkin proved that

$$\underset{k:n_k<N}{}\mathrm{\hspace{0.17em}1}C\mathrm{ln}N\text{for}N=2,3,..$$

whenever a sequence $`\{\sqrt{2}\mathrm{cos}2\pi n_kx\}_{k=1}^{\mathrm{}}(x[0,1])`$ is a Sidon system.

###### Remark 4.5.

Lacunary subsystems equivalent in distribution to the Rademacher system (to be more precise, distributions of corresponding polynomials) are best possible. Indeed, it is readily seen that

$$\left|\left\{\left|\underset{i=1}{\overset{m}{}}a_ir_{n_i}(x)\right|>z\right\}\right|=\left|\left\{\left|\underset{i=1}{\overset{m}{}}a_ir_i(x)\right|>z\right\}\right|,$$

for any subsystem $`\{r_{n_i}\}_{i=1}^{\mathrm{}}\{r_n\}_{n=1}^{\mathrm{}},`$ $`m,`$ $`a_i`$ $`(i=1,2,.,m),`$ and $`z>0.`$

5. $`𝒦`$ -closed representability of Banach couples. At first, we introduce the following concept. We shall say that a Banach couple $`(X_0,X_1)`$ is $`𝒦`$ -closed representable in a Banach couple $`(Y_0,Y_1)`$ if there exists a linear operator $`T:X_0+X_1Y_0+Y_1`$ such that

$`a)`$ $`T`$ is a injektive bounded operator from $`X_0`$ into $`Y_0`$ and from $`X_1`$ into $`Y_1;`$

$`b)`$ with a constant $`C>0`$ independent of all $`xX_0+X_1`$ and $`t>0`$

$$𝒦(t,Tx;Y_0,Y_1)𝒦(t,x;X_0,X_1).$$

As was proved in the paper  (see also ), the couple $`(l_1,l_2)`$ is $`𝒦`$ -closed representable in the couple of function spaces $`(L_{\mathrm{}},G).`$ By $`G`$ we denote here the closure of space $`L_{\mathrm{}}`$ in the Orlicz space $`L_N,`$ $`N(u)=e^{u^2}1.`$ Moreover, we can take as an appropriate operator

$$Ta(x)=\underset{n=1}{\overset{\mathrm{}}{}}a_nr_n(x)\text{for}a=(a_n)_{n=1}^{\mathrm{}}l_2.$$

Suppose that a sequence of functions $`\{f_n\}_{n=1}^{\mathrm{}}`$ measurable on $`[0,1]`$ satisfies conditions 1) — 3) of Theorem 3.3. Then, this sequence contains a subsequence $`\{\phi _i\}`$ that is equivalent in distribution to the Rademacher system. In the paper , estimates of the tail distribution of Rademacher polynomials are used, only. For this reason all results of  hold also for $`\{\phi _i\}.`$ In particular, every such operator

$$T_\phi a(x)=\underset{i=1}{\overset{\mathrm{}}{}}a_i\phi _i(x)(a=(a_i)_{i=1}^{\mathrm{}}l_2)$$

realizes the $`𝒦`$ -closed representability of the Banach couple $`(l_1,l_2)`$ in the couple $`(L_{\mathrm{}},G).`$

Using the results of Section 3, we shall prove here a negative assertion closely connected to the previous example.

###### Theorem 5.1.

The Banach couple $`(l_1,l_2)`$ is not $`𝒦`$ -closed representable in a Banach couple $`(L_{\mathrm{}},L_2)`$ of spaces of r.v. defined on a probability space $`(\mathrm{\Omega },\mathrm{\Sigma },).`$

###### Proof.

Assune the converse. Let $`T:l_2L_2`$ be a linear operator such that

$$Ta_{\mathrm{}}a_1\text{for}al_1,Ta_2a_2\text{for}al_2,$$
$`(5.1)`$
and

$$C_1^1𝒦_{1,2}(t,a)𝒦(t,Ta;L_{\mathrm{}},L_2)C_1𝒦_{1,2}(t,a)\text{for}al_2\text{and}t>0.$$
$`(5.2)`$
Here, as before, $`𝒦_{1,2}(t,a)=𝒦(t,a;l_1,l_2).`$

Denote $`f_n=Te_n,`$ for $`e_n=(\delta _n^j),`$ where $`\delta _n^n=1`$ and $`\delta _n^j=0,`$ if $`jn.`$ Using (5.1), we obtain:

$$D^1a_1\underset{n=1}{\overset{\mathrm{}}{}}a_nf_n_{\mathrm{}}Da_1\text{if}al_1$$

and

$$da_2\underset{n=1}{\overset{\mathrm{}}{}}a_nf_n_2d^1a_2\text{if}al_2,$$
$`(5.3)`$
for some constants $`D>0`$ and $`d>0.`$ Hence, in particular,

$$|f_n(\omega )|D(n=1,2,..;\omega \mathrm{\Omega })\text{ and }f_n_2d.$$
$`(5.4)`$
In addition, from (5.3) it follows that $`f_n0`$ $`(n=1,2,..)`$ and

$$\underset{n=1}{\overset{k}{}}a_nf_n_2d^2\underset{n=1}{\overset{m}{}}a_nf_n_2,$$

for any $`k,m,`$ $`km.`$ So, $`\{f_n\}_{n=1}^{\mathrm{}}`$ is a basis in the closed linear span $`Z`$ generated by this system in the space $`L_2`$ \[26,Pr.1.a.3\]. In other words, $`\{f_n\}_{n=1}^{\mathrm{}}`$ is a Riesz basic sequence, and therefore $`𝔼(gf_n)0`$ as $`n\mathrm{},`$ for every $`gZ`$ \[3,$`𝓍\mathrm{\hspace{0.17em}1.1}`$\].

For an arbitrary $`gL_2.`$ we write: $`g=g_1+g_2,`$ $`g_1Z,`$ $`g_2Z^{},`$ where $`Z^{}`$ is the orthogonal complement to $`Z.`$ Then, obvious, $`𝔼(gf_n)=𝔼(g_1f_n)0`$ as $`n\mathrm{}.`$ Finally, we have

$$f_n0\text{ weakly\hspace{0.33em}\hspace{0.33em} in }L_2\text{as}n\mathrm{}.$$
$`(5.5)`$
Relations (5.4) and (5.5) show that the system $`\{f_n\}_{n=1}^{\mathrm{}}`$ satisfies conditions 1) — 3) of Theorem 3.3. Therefore there exists a subsystem $`\{\phi _i\}\{f_n\}`$ that is equivalent in distribution to the Rademacher system on the segment $`[0,1].`$ This and Khintchine’s inequality (see  or \[26,$`𝓍\mathrm{\hspace{0.17em}4.5}`$\]) imply

$$C_2^1a_2\underset{i=1}{\overset{\mathrm{}}{}}a_i\phi _i_pC_2a_2\text{for}a=(a_i)_{i=1}^{\mathrm{}}l_2,$$
$`(5.6)`$
where a positive constant $`C_2`$ depends only on $`D,`$ $`d,`$ and $`p[1,\mathrm{}).`$

At the same time, (5.2) yields

$$C_1^1𝒦_{1,2}(t,a)𝒦(t,\underset{i=1}{\overset{\mathrm{}}{}}a_i\phi _i;L_{\mathrm{}},L_2)C_1𝒦_{1,2}(t,a)\text{for}al_2\text{and}t>0.$$

Let $`0<\theta <1`$ and $`p=\mathrm{\hspace{0.17em}2}/\theta .`$ By the last inequalities and \[6,Th.5.2.1\], the application of the real interpolation method $`(,)_{\theta ,p}`$ (see Introduction) to the Banach couples $`(L_{\mathrm{}},L_2)`$ and $`(l_1,l_2),`$ gives

$$\underset{i=1}{\overset{\mathrm{}}{}}a_i\phi _i_pa_{r,p}=\left\{\underset{i=1}{\overset{\mathrm{}}{}}(a_i^{})^pi^{p/r1}\right\}^{1/p}.$$

Here $`r=\mathrm{\hspace{0.17em}2}/(2\theta )<2,`$ and a constant of this equivalence depends only on $`C_1`$ and $`\theta .`$ Since $`a_{r,p}a_2,`$ then the last contradicts with inequalities (5.6), if $`p=\mathrm{\hspace{0.17em}2}/\theta .`$ This completes the proof. ∎

The author is grateful to professor B.S.Kashin for the posing of the problem considered in Section 4.