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Higher moments of Banach space valued random variables / Svante Janson and Sten Kaijser.

By: Contributor(s): Material type: TextTextSeries: Memoirs of the American Mathematical Society ; v 238, no 1127.Publication details: Providence : American Mathematical Society, 2015.Description: vii, 110 p. ; 26 cmISBN:
  • 9781470414658 (alk. paper)
Subject(s): DDC classification:
  • 510 23 Am512
Contents:
1. Introduction -- 2. Preliminaries -- 3. Moments of Banach space valued random variables -- 4. The approximation property -- 5. Hilbert spaces -- 6. $L^p(\mu)$-- 7. $C(K)$ -- 8. $c_0(S)$ -- 9. $D[0,1]$ -- 10. Uniqueness and convergence -- Appendix A. The reproducing Hilbert space -- Appendix B. The Zolotarev distances -- Bibliography.
Summary: The authors 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. The authors study both the projective and injective tensor products, and their relation.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 510 Am512 (Browse shelf(Opens below)) Available 136729
Total holds: 0

Includes bibliographical references.

1. Introduction --
2. Preliminaries --
3. Moments of Banach space valued random variables --
4. The approximation property --
5. Hilbert spaces --
6. $L^p(\mu)$--
7. $C(K)$ --
8. $c_0(S)$ --
9. $D[0,1]$ --
10. Uniqueness and convergence --
Appendix A. The reproducing Hilbert space --
Appendix B. The Zolotarev distances --
Bibliography.

The authors 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. The authors study both the projective and injective tensor products, and their relation.

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