Higher Moments of Banach Space Valued Random Variables
Author: Svante Janson
Publisher: American Mathematical Soc.
Published: 2015-10-27
Total Pages: 124
ISBN-13: 1470414651
DOWNLOAD EBOOKThe authors define the :th moment of a Banach space valued random variable as the expectation of its :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.