On the geometry of Lp (μ) with applications to infinite variance processes
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Publication:4709354
DOI10.1017/S1446788700003104zbMath1022.60039OpenAlexW2132751285MaRDI QIDQ4709354
R. Cheng, Mohsen Pourahmadi, Abol G. Miamee
Publication date: 22 June 2003
Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s1446788700003104
Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Classical Banach spaces in the general theory (46B25) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (11)
Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields ⋮ On the geometry of the multiplier space of \(\ell^p_A\) ⋮ Weak parallelogram laws on Banach spaces and applications to prediction ⋮ Optimal weak parallelogram constants for L^p spaces ⋮ Birkhoff-James orthogonality and the zeros of an analytic function ⋮ On the prediction of \(p\)-stationary processes ⋮ Duality of the weak parallelogram laws on Banach spaces ⋮ The zero sets of \(\ell^p_A\) are nested ⋮ Inner functions and zero sets for ℓ^{𝑝}_{𝐴} ⋮ A Blaschke sequence that is not a zero set for ℓ^{𝑝}_{𝐴} ⋮ On the failure of canonical factorization in \(\ell_A^p\)
Cites Work
- Wold decomposition, prediction and parameterization of stationary processes with infinite variance
- Innovations and Wold decompositions of stable sequences
- On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes
- A note on metric projections
- Some extremal problems in 𝐿^{𝑝}(𝑤)
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