Probabilistic characterization of certain Banach spaces

approximation property Banach space convergence in probability cotype mean square convergence for random elements with values in a mean square convergence for random elements with values in a Banach space nuclear norm.nuclear operator type 2 uniform tightness covariance operator

Mathematics Subject Classification ID

Geometry and structure of normed linear spaces (46B20) Measures and integration on abstract linear spaces (46G12) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Review text

The author studies the relation between mean square convergence for random elements with values in a Banach space and the structure of the Banach space. One of the results is as follows. For a real separable Banach space X, the following assertions are equivalent: (a) X is isomorphic to a Hilbert space. (b) Let (\(\Omega\),\({\mathcal A},P)\) be a probability measure space and \((\xi_ n)_{n\geq 1}\) be a sequence of mean-zero random elements in \(L^ 2(\Omega;X)\). Then \(\xi_ n\) converges in mean square if (and only if) the following two conditions are satisfied; (i) for each \(f\in X^*(=the\) dual of X), \(<\xi_ n,f>\) converges in mean square, (ii) the set \(\{R_{\xi_ n}\}\) of covariance operators of \(\xi_ n\) is relatively compact with respect to the nuclear norm. The author also shows that assertion (b) holds only for Gaussian random elements if and only if X is of type 2, provided X has the approximation property.

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