Pruitt's estimates in Banach space

DOI10.1007/S10959-009-0250-6zbMATH Open1205.60020arXiv1105.2183OpenAlexW2069176027MaRDI QIDQ616265FDOQ616265

Authors: Philip S. Griffin 

Publication date: 7 January 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: Pruitt's estimates on the expectation and the distribution of the time taken by a random walk to exit a ball of radius r are extended to the infinite dimensional setting. It is shown that they separate into two pairs of estimates depending on whether the space is type 2 or cotype 2. It is further shown that these estimates characterize type 2 and cotype 2 spaces.

Full work available at URL: https://arxiv.org/abs/1105.2183

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zbMATH Keywords

Banach spaceprobability estimatestypecotypeexpected exit time

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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