The Banach spaces F_ ( ) of random variables

DOI10.1090/S0094-9000-2013-00892-8MaRDI QIDQ2922892zbMATH OpenOpenAlexFDO

Authors Yu. Yu. Mlavets', Yu. V. Kozachenko

Publication date 15 October 2014

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0094-9000-2013-00892-8

zbMATH Keywords

stochastic processesOrlicz spacesBanach spaces of random variablesmoment norms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) General theory of stochastic processes (60G07)

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Cites work

• scientific article; zbMATH DE number 3932117 (Why is no real title available?)
• scientific article; zbMATH DE number 1433619 (Why is no real title available?)
• Exponential bounds for the probability deviations of sums of random fields
• Probability of large deviations of sums of random processes from Orlicz space

Cited in

(9)

• On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\)
• Accuracy and reliability of a model for a Gaussian homogeneous and isotropic random field in the space \(L_{p}(\mathbb{T})\), \(p\geq1\)
• Restricted isometry property for matrices whose entries are random variables belonging to some Orlicz spaces \(L_U(\Omega)\)
• Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables
• scientific article; zbMATH DE number 4018005 (Why is no real title available?)
• The space \(D\) in several variables: random variables and higher moments
• scientific article; zbMATH DE number 3932117 (Why is no real title available?)
• Monte Carlo convergence rates for \(k\)th moments in Banach spaces
• An application of the theory of spaces \(\mathbf{F}_\psi(\Omega)\) for evaluating multiple integrals by using the Monte Carlo method

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