Integrability of Seminorms
Probability
2009-09-11 v1
Abstract
We study integrability and equivalence of L^p-norms of polynomial chaos elements. Relying on known results for Banach space valued polynomials, a simple technique is presented to obtain integrability results for random elements that are not necessarily limits of Banach space valued polynomials. This enables us to prove integrability results for a large class of seminorms of stochastic processes and to answer, partially, a question raised by C. Borell (1979, Seminaire de Probabilites, XIII, 1-3).
Keywords
Cite
@article{arxiv.0909.1895,
title = {Integrability of Seminorms},
author = {Andreas Basse},
journal= {arXiv preprint arXiv:0909.1895},
year = {2009}
}
Comments
18 pages