The space D in several variables: random variables and higher moments

DOI10.7146/MATH.SCAND.A-128971MaRDI QIDQ5080424zbMATH OpenOpenAlexFDO

Authors Svante Janson

Publication date 31 May 2022

Published in MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.00237

zbMATH Keywords

functions of several variablesmomentsrandom functionsright-continuous with left limitsZolotarev distance

Mathematics Subject Classification ID

Banach spaces of continuous, differentiable or analytic functions (46E15) Applications of functional analysis in probability theory and statistics (46N30)

Abstract: We study the Banach space $D([0,1{]}^m)$ of functions of several variables that are (in a certain sense) right-continuous with left limits, and extend several results previously known for the standard case $m=1$. We give, for example, a description of the dual space, and we show that a bounded multilinear form always is measurable with respect to the $sigma$-field generated by the point evaluations. These results are used to study random functions in the space. (I.e., random elements of the space.) In particular, we give results on existence of moments (in different senses) of such random functions, and we give an application to the Zolotarev distance between two such random functions.

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• Higher moments of Banach space valued random variables
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