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Average values of functionals and concentration without measure

Probability 2018-02-20 v2 Mathematical Physics Functional Analysis math.MP Statistics Theory Data Analysis, Statistics and Probability Statistics Theory

Abstract

Although there doesn't exist the Lebesgue measure in the ball MM of C[0,1]C[0,1] with pp-norm, the average values (expectation) EYEY and variance DYDY of some functionals YY on MM can still be defined through the procedure of limitation from finite dimension to infinite dimension. In particular, the probability densities of coordinates of points in the ball MM exist and are derived out even though the density of points in MM doesn't exist. These densities include high order normal distribution, high order exponent distribution. This also can be considered as the geometrical origins of these probability distributions. Further, the exact values (which is represented in terms of finite dimensional integral) of a kind of infinite-dimensional functional integrals are obtained, and specially the variance DYDY is proven to be zero, and then the nonlinear exchange formulas of average values of functionals are also given. Instead of measure, the variance is used to measure the deviation of functional from its average value. DY=0DY=0 means that a functional takes its average on a ball with probability 1 by using the language of probability theory, and this is just the concentration without measure. In addition, we prove that the average value depends on the discretization.

Keywords

Cite

@article{arxiv.1801.08698,
  title  = {Average values of functionals and concentration without measure},
  author = {Cheng-shi Liu},
  journal= {arXiv preprint arXiv:1801.08698},
  year   = {2018}
}

Comments

32 pages

R2 v1 2026-06-22T23:57:32.907Z