We demonstrate the relevance of the Prokhorov inequality to the study of
Khintchine-type inequalities in symmetric function spaces. Our main result shows
that the latter inequalities hold for a pair of quasi-Banach symmetric function spaces
and
if and only if the
Kruglov operator
acts from
to
.
We also obtain an extension of von Bahr–Esseen and Esseen–Janson
-estimates
for sums of independent mean zero random variables to the class of quasi-Banach
symmetric spaces. In particular, in contrast to the well-known Esseen–Janson
theorem, we do not assume that the summands are equidistributed.