Higher moments of Banach space valued random variables

DOI10.1090/MEMO/1127zbMATH Open1336.60007arXiv1208.4272OpenAlexW2962679402MaRDI QIDQ2944980FDOQ2944980

Authors: Svante Janson, Sten Kaijser 

Publication date: 9 September 2015

Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)

Abstract: We 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. We 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. One of the problems studied is whether two random variables with the same injective moments (of a given order) necessarily have the same projective moments; this is of interest in applications. We show that this holds if the Banach space has the approximation property, but not in general. Several sections are devoted to results in special Banach spaces, including Hilbert spaces, $C(K)$ and $D[0,1]$. The latter space is non-separable, which complicates the arguments, and we prove various preliminary results on e.g. measurability in $D[0,1]$ that we need. One of the main motivations of this paper is the application to Zolotarev metrics and their use in the contraction method. This is sketched in an appendix.

Full work available at URL: https://arxiv.org/abs/1208.4272

Recommendations

• The space \(D\) in several variables: random variables and higher moments
• scientific article; zbMATH DE number 4034734
• Isoperimetry and integrability of the sum of independent Banach-space valued random variables
• EXPECTATION IN METRIC SPACES AND CHARACTERIZATIONS OF BANACH SPACES
• Random integrals of Banach space valued functions

zbMATH Keywords

momentsapproximation propertyPettis integralBochner integralDunford integralinjective tensor productsBanach space valued random variablesreproducing Hilbert spaceprojective tensor productsZolotarev metrics\(D[0,1\)]

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11) Spaces of operators; tensor products; approximation properties (46B28) Vector-valued measures and integration (46G10) Nonseparable Banach spaces (46B26) Tensor products in functional analysis (46M05)

Cites Work

• Theory of Reproducing Kernels
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A general limit theorem for recursive algorithms and combinatorial structures
• On the analysis of stochastic divide and conquer algorithms
• Measurability of linear operators in the Skorokhod topology
• On a multivariate contraction method for random recursive structures with applications to quicksort
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Gaussian Hilbert Spaces
• Probability: A Graduate Course
• Title not available (Why is that?)
• A limit theorem for “quicksort”
• Produits tensoriels topologiques et espaces nucléaires
• On the integration of vector-valued functions
• On the absolute convergence of Dirichlet series
• Measures on non-separable metric spaces
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
• Analysis in integer and fractional dimensions
• Title not available (Why is that?)
• A counterexample to the approximation problem in Banach spaces
• The Weak Topology of a Banach Space
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Tensor algebras and harmonic analysis
• Pettis integral and measure theory
• Title not available (Why is that?)
• Measures in non-separable metric spaces
• A fixed point theorem for distributions
• On a functional contraction method
• A functional limit theorem for the profile of search trees
• A limit theorem for recursively defined processes in Lp
• On the topological product of paracompact spaces
• Title not available (Why is that?)
• A decomposition theorem for additive set-functions with applications to Pettis integrals and ergodic means
• Title not available (Why is that?)
• The Approximation Problem for Banach Spaces
• The Banach approximation problem
• Remarks on Pettis Integrability
• Pettis Integrability
• B(H) does not have the approximation property
• Ideal Metrics in the Problem of Approximating Distributions of Sums of Independent Random Variables
• Title not available (Why is that?)
• IDEAL METRICS IN THE PROBLEMS OF PROBABILITY THEORY AND MATHEMATICAL STATISTICS
• Unusual cluster sets for the LIL sequence in Banach space
• Characterization of the cluster set of the LIL sequence in Banach space
• Integration in abstract spaces

Cited In (13)

• On distance covariance in metric and Hilbert spaces
• Uniqueness of Banach space valued graphons
• Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
• A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity
• Functional data analysis in the Banach space of continuous functions
• The space \(D\) in several variables: random variables and higher moments
• Hölder versions of Banach space valued random fields
• On a functional contraction method
• Monte Carlo convergence rates for \(k\)th moments in Banach spaces
• Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion -- approximation, quadratic variation, and Itô formula
• Detecting deviations from second-order stationarity in locally stationary functional time series
• Balanced multicolour Pólya urns via smoothing systems analysis
• Stochastic systems with memory and jumps

This page was built for publication: Higher moments of Banach space valued random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2944980)