ABSTRACT
This example shows that exponential Orlicz spaces LL(P) for L(x) = eF(x) – 1, with F as an N-(or a continuous Young-) function, are of interest in applications. The spaces LL(P) lie between Lp(P) and L¥(P) for all p 1, as seen from (37). They also play a key role in pre-Gaussian random variables. Several applications may be found in Budygin and Kozachenko (2000).
