Approach for a metric space with a convex combination operation and applications

DOI10.1016/J.JMAA.2015.09.083zbMATH Open1333.52001arXiv1501.06049OpenAlexW1890970458MaRDI QIDQ892335FDOQ892335

Authors: Nguyen Tran Thuan 

Publication date: 18 November 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: In this paper, we embed metric space endowed with a convex combination operation, named convex combination space, into a Banach space and the embedding preserves the structures of metric and convex combination. For random element taking values in this kind of space, applications of embedding are also established. On the one hand, some nice properties of expectation such as representation of expected value through continuous affine mappings, the linearity of expectation will be given. On the other hand, the notion of conditional expectation will be also introduced and discussed. Thanks to embedding theorem, we establish some basic properties of conditional expectation, Jensen's inequality, convergences of martingales and ergodic theorem.

Full work available at URL: https://arxiv.org/abs/1501.06049

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zbMATH Keywords

Banach spaceconditional expectationconvex combination spaceclosed convex set

Mathematics Subject Classification ID

Convex sets in topological vector spaces (aspects of convex geometry) (52A07) Convex sets in topological linear spaces; Choquet theory (46A55) Axiomatic and generalized convexity (52A01)

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Cited In (5)

• Title not available (Why is that?)
• Baum-Katz's type theorems for pairwise independent random elements in certain metric spaces
• Convergence theorems for random elements in convex combination spaces
• Minimal faces and Schur's lemma for embeddings into \(R^{\mathcal{U}}\)
• On the axiomatization of convex subsets of Banach spaces

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