Related papers: Conditional Expectations in Banach spaces with RNP
Can the joint measures of quenched disordered lattice spin models (with finite range) on the product of spin-space and disorder-space be represented as (suitably generalized) Gibbs measures of an ``annealed system''? - We prove that there…
In this paper we present some new results on the existence of solutions of generalized variational inequalities in real reflexive Banach spaces with Fr\'echet differentiable norms. Moreover, we also give some theorems about the structure of…
The goal of this paper is to understand the conditional law of a stochastic process once it has been observed over an interval. To make this precise, we introduce the notion of a continuous disintegration: a regular conditional probability…
We propose a unifying general framework of quantitative primal and dual sufficient and necessary error bound conditions covering linear and nonlinear, local and global settings. The function is not assumed to possess any particular…
Denote by $X$ a Banach space and by $T : X \to X$ a bounded linear operator with non-trivial kernel satisfying suitable conditions. We consider the concepts of entropy - for $T$-invariant probability measures - and pressure for H\"older…
In this note, in particular, we establish the following result: Let $X$ be a real Banach space, $\varphi\in X^*\setminus \{0\}$ and $\psi:X\to {\bf R}$ a Lipschitzian functional with Lipschitz constant equal to $\varphi\|_X^{*}$. Then, we…
A Banach space is said to have the Lebesgue property if every Riemann-integrable function $f:[0,1]\to X$ is Lebesgue almost everywhere continuous. We give a characterization of the Lebesgue property in terms of a new sequential asymptotic…
Given a countable discrete amenable group, we study conditions under which a set map into a Banach space (or more generally, a complete semi-normed space) can be realized as the ergodic sum of a vector under a group representation, such…
The continuity of conditional expectation on Orlicz spaces is investigated. Indeed, we provide some necessary and sufficient conditions on a sequence $\{\mathcal{A}_n\}_{n\in\mathbb{N}}$ of $\sigma$-subalgebras for $L^{\varphi}$-convergence…
In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…
We obtain variants of the classical von Neumann-Morgenstern expected utility theorem, with and without the completeness axiom, in which the derived Bernoulli utility functions are Lipschitz. The prize space in these results is an arbitrary…
On metric spaces equipped with doubling measures, we prove that a differentiability theorem holds for Lipschitz functions if and only if the space supports nontrivial (metric) derivations in the sense of Weaver that satisfy an additional…
Let $\psi$ be a Bernstein function in one variable. A.~Carasso and T.~Kato obtained necessary and sufficient conditions for $\psi$ to have a property that $\psi(A)$ generates a quasibounded holomorphic semigroup for every generator $A$ of a…
A joint conditional autoregressive expectile and Expected Shortfall framework is proposed. The framework is extended through incorporating a measurement equation which models the contemporaneous dependence between the realized measures and…
The like-Lebesgue integral of real-valued measurable functions (abbreviated as \textit{RVM-MI})is the most complete and appropriate integration Theory. Integrals are also defined in abstract spaces since Pettis (1938). In particular,…
In generalized Lebesgue spaces L^{p(.)} with variable exponent p(.) defined on the real axis, we obtain several inequalities of approximation by integral functions of finite degree. Approximation properties of Bernstein singular integrals…
We consider $C^2$ Fr\'echet differentiable mappings of Banach spaces leaving invariant compactly supported Borel probability measures, and study the relation between entropy and volume growth for a natural notion of volume defined on finite…
Let $A$ and $B$ be unital semisimple commutative Banach algebras and $T$ a map from the invertible group $A^{-1}$ onto $B^{-1}$. Linearity and multiplicativity of the map are not assumed. We consider the hypotheses on $T$: (1) $\sigma…
This work concerns the study of the subdifferential of the integral functional $$ E_f(x)=\int_{T} f(t,x)d\mu(t), $$ where $f$ is a (not necessarily convex) normal integrand, $({T},\mathcal{A},\mu)$ is a $\sigma$-finite measure space, while…
For a Banach space X we define RUMD_n(X) to be the infimum of all c>0 such that (AVE_{\epsilon_k =\pm 1} || \sum_1^n epsilon_k (M_k - M_{k-1} )||_{L_2^X}^2 )^{1/2} <= c || M_n ||_{L_2^X} holds for all Walsh-Paley martingales {M_k}_0^n…