Related papers: Conditional Expectations in Banach spaces with RNP

Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…

Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic…

Let F:=(f_1,...,f_n) be a random polynomial system with fixed n-tuple of supports. Our main result is an upper bound on the probability that the condition number of f in a region U is larger than 1/epsilon. The bound depends on an integral…

Let $X$ be a real Banach space and let $Y \subseteq X^*$ be a linear subspace having the Orlicz-Thomas property, that is, for each $\sigma$-algebra $\Sigma$ and for each map $\nu:\Sigma\to X$, the countable additivity of the composition…

Let $X$ be a Banach space and $F: [0, 1] \rightarrow 2^{X} \setminus \{ \varnothing \}$ be a bounded multifunction. We study properties of the set $I(F)$ of limits in Hausdorff distance of Riemann integral sums of $F$. The main results are:…

In this paper, we show that the conditional expectation of a random variable with finite second moment given a $\sigma$-algebra is the unique critical point of an energy functional in Hilbert space $L^2$. Then, we extend by density the…

We define the $k$:th moment of a Banach space valued random variable as the expectation of its $k$:th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. We study both the projective…

In this article we prove martingale type pointwise convergence theorems pertaining to tensor product splines defined on $d$-dimensional Euclidean space ($d$ is a positive integer), where conditional expectations are replaced by their…

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a continuous semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a set-valued…

Let $X$ be a real separable normed space $X$ admitting a separating polynomial. We prove that each continuous function from a subset $A$ of $X$ to a real Banach space can be uniformly approximated by restrictions to $A$ of functions which…

We give a variational formulation for $-\log\mathbb{E}_\nu\left[e^{-f}|\mathcal{F}_t\right]$ for a large class of measures $\nu$. We give a refined entropic characterization of the invertibility of some perturbations of the identity. We…

We propose an estimator for the mean of random variables in separable real Banach spaces using the empirical characteristic function. Assuming that the covariance operator of the random variable is bounded in a precise sense, we show that…

We study conditions for containment of a given space $X$ of analytic functions on the unit disk $\mathbb{D}$ in the de Branges-Rovnyak space $\mathcal{H}(b)$. We deal with the non-extreme case in which $b$ admits a Pythagorean mate $a$, and…

This paper deals with quasi-variational inequality problems (QVIs) in a generic Banach space setting. We provide a theoretical framework for the analysis of such problems which is based on two key properties: the pseudomonotonicity (in the…

An algebra of bounded linear operators on a Banach space is said to be {\em strongly compact} if its unit ball is precompact in the strong operator topology, and a bounded linear operator on a Banach space is said to be {\em strongly…

We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our…

In this paper, we investigate the distributions of random couples $(X,Y)$ with $X$ real-valued such that any non-negative integrable random variable $f(X)$ can be represented as a conditional expectation, $f(X)=\mathbb{E}[g(Y)|X]$, for some…

Let $\Omega $ be an open subset of $\mathbb{R}^{N}$, and let $p,\, q:\Omega \rightarrow \left[ 1,\infty \right] $ be measurable functions. We give a necessary and sufficient condition for the embedding of the variable exponent space…

We show the existence of invariant ergodic $\sigma$-additive probability measures with full support on $X$ for a class of linear operators $L: X \to X$, where $L$ is a weighted shift operator and $X$ either is the Banach space…

This work develops, from a functional analytic perspective, the construction of random variables in Lebesgue spaces L^p. It extends classical notions of measurability, integrability, and expectation to L^p valued functions, using Pettis's…