Higher Moments of Banach Space Valued Random Variables.
Material type:
- text
- computer
- online resource
- 9781470426170
- 515/.732
- QA273.J367 2015
Cover -- Title page -- Chapter 1. Introduction -- Chapter 2. Preliminaries -- 2.1. Notations -- 2.2. Measurability -- 2.3. Tensor products of Banach spaces -- 2.4. Vector-valued integration -- Chapter 3. Moments of Banach space valued random variables -- 3.1. Moments -- 3.2. Examples -- Chapter 4. The approximation property -- Chapter 5. Hilbert spaces -- Chapter 6. ^{ }( ) -- Chapter 7. ( ) -- Chapter 8. ₀( ) -- Chapter 9. [0,1] -- 9.1. [0,1] as a Banach space -- 9.2. [0,1] as a Banach algebra -- 9.3. Measurability and random variables in \doi -- 9.4. Moments of [0,1]-valued random variables -- Chapter 10. Uniqueness and Convergence -- 10.1. Uniqueness -- 10.2. Convergence -- Appendix A. The Reproducing Hilbert Space -- Appendix B. The Zolotarev Distances -- B.1. Fréchet differentiablity -- B.2. Zolotarev distances -- Bibliography -- Back Cover.
The authors define the k:th moment of a Banach space valued random variable as the expectation of its k:th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. The authors study both the projective and injective tensor products, and their relation. Moreover, in order to be general and flexible, we study three different types of expectations: Bochner integrals, Pettis integrals and Dunford integrals.
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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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