The Banach spaces F_ ( ) of random variables

DOI10.1090/S0094-9000-2013-00892-8zbMATH Open1305.60025OpenAlexW1902894219MaRDI QIDQ2922892FDOQ2922892

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

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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)

Cites Work

• Exponential bounds for the probability deviations of sums of random fields
• Title not available (Why is that?)
• Probability of large deviations of sums of random processes from Orlicz space
• Title not available (Why is that?)

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
• Title not available (Why is that?)
• The space \(D\) in several variables: random variables and higher moments
• Monte Carlo convergence rates for \(k\)th moments in Banach spaces
• Title not available (Why is that?)
• 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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