Higher moments of Banach space valued random variables

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 relatio...

Descripción completa

Detalles Bibliográficos
Autores principales: Janson, Svante, Kaijser, Sten
Lenguaje:eng
Publicado: American Mathematical Society 2015
Materias:
Mathematical Physics and Mathematics
Acceso en línea:http://cds.cern.ch/record/2264086
_version_ 1780954291964477440
author Janson, Svante
Kaijser, Sten
author_facet Janson, Svante
Kaijser, Sten
author_sort Janson, Svante
collection CERN
description 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. Moreover, in order to be general and flexible, we study three different types of expectations: Bochner integrals, Pettis integrals and Dunford integrals.
id cern-2264086
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2015
publisher American Mathematical Society
record_format invenio
spelling cern-22640862021-04-21T19:13:50Zhttp://cds.cern.ch/record/2264086engJanson, SvanteKaijser, StenHigher moments of Banach space valued random variablesMathematical Physics and MathematicsThe 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. Moreover, in order to be general and flexible, we study three different types of expectations: Bochner integrals, Pettis integrals and Dunford integrals.American Mathematical Societyoai:cds.cern.ch:22640862015
spellingShingle Mathematical Physics and Mathematics
Janson, Svante
Kaijser, Sten
Higher moments of Banach space valued random variables
title Higher moments of Banach space valued random variables
title_full Higher moments of Banach space valued random variables
title_fullStr Higher moments of Banach space valued random variables
title_full_unstemmed Higher moments of Banach space valued random variables
title_short Higher moments of Banach space valued random variables
title_sort higher moments of banach space valued random variables
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2264086
work_keys_str_mv AT jansonsvante highermomentsofbanachspacevaluedrandomvariables
AT kaijsersten highermomentsofbanachspacevaluedrandomvariables

Ejemplares similares