Pruitt's Estimates in Banach Space
Probability
2011-05-12 v1
Abstract
Pruitt's estimates on the expectation and the distribution of the time taken by a random walk to exit a ball of radius r are extended to the infinite dimensional setting. It is shown that they separate into two pairs of estimates depending on whether the space is type 2 or cotype 2. It is further shown that these estimates characterize type 2 and cotype 2 spaces.
Cite
@article{arxiv.1105.2183,
title = {Pruitt's Estimates in Banach Space},
author = {Philip S. Griffin},
journal= {arXiv preprint arXiv:1105.2183},
year = {2011}
}