Orlicz spaces,spline systems,and brownian motion

There are three results proved in this paper. The first one characterizes the Hölder classes in Orlicz spaces by the coefficients of the orthogonal spline expansions of the Franklin type. The second one gives a sharp estimate for the correlation of two random variables obtained as a composition of two Borel functions with the components of a given two-dimensional Gaussian vector. The third one is obtained with the help of the first two and it states that the Wiener measure is concentrated on the Banach space of Hölder functions with exponent 1/2 but in the norm of the Orlicz spaceL _M ^* withM(t)=expt(t ²)?1.