相关论文: Higher moments of Banach space valued random varia…
We study the Banach space $D([0,1]^m)$ of functions of several variables that are (in a certain sense) right-continuous with left limits, and extend several results previously known for the standard case $m=1$. We give, for example, a…
We formulate standard and multilevel Monte Carlo methods for the $k$th moment $\mathbb{M}^k_\varepsilon[\xi]$ of a Banach space valued random variable $\xi\colon\Omega\to E$, interpreted as an element of the $k$-fold injective tensor…
We derive various sharp bounds on moments of the distance between two independent random vectors taking values in a Banach space.
An important tool for statistical research are moment inequalities for sums of independent random vectors. Nemirovski and coworkers (1983, 2000) derived one particular type of such inequalities: For certain Banach spaces $(\B,\|\cdot\|)$…
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…
The purpose of this paper is devoted to studying representation of measures of non generalized compactness, in particular, measures of noncompactness, of non-weak compactness, and of non-super weak compactness, etc, defined on Banach spaces…
We study injective and projective tensor products of measurable Banach bundles. More precisely, given two separable measurable Banach bundles ${\bf E}$, ${\bf F}$ defined over a probability space $({\rm X},\Sigma,\mathfrak m)$, we construct…
The main purpose of this paper is to give an upper bound of Hausdorff dimension of random attractors for a stochastic delayed parabolic equation in Banach spaces. The estimation of dimensions of random attractors are obtained by combining…
This article focuses on a new concept of quadratic variation for processes taking values in a Banach space $B$ and a corresponding covariation. This is more general than the classical one of M\'etivier and Pellaumail. Those notions are…
Certain previously known upper bounds on the moments of the norm of martingales in 2-smooth Banach spaces are improved. Some of these improvements hold even for sums of independent real-valued random variables. Applications to concentration…
In this paper, we embed metric space endowed with a convex combination operation, named convex combination space, into a Banach space and the embedding preserves the structures of metric and convex combination. For random element taking…
A Banach space valued graphon is a function $W:(\Omega, \mathcal{A},\pi)^2\to\mathcal{Z}$ from a probability space to a Banach space with a separable predual, measurable in a suitable sense, and lying in appropriate $L^p$-spaces. As such we…
We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these…
Contraction rates of time-varying maps induced by dynamical systems illuminate a wide range of asymptotic properties with applications in stability analysis and control theory. In finite-dimensional smoothly varying inner-product spaces…
This is an attempt to build Banach space valued theory for certain singular integrals on Hamming cube. Of course all estimates below are dimension independent, and we tried to find ultimate sharp assumptions on the Banach space for a…
The main goal of this paper is to extend the so-called Dirac-Frenkel Variational Principle in the framework of tensor Banach spaces. To this end we observe that a tensor product of normed spaces can be described as a union of disjoint…
A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…
We investigate fractional moments and expectations of power means of complex-valued random variables by using fractional calculus. We deal with both negative and positive orders of the fractional derivatives. The one-dimensional…
This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…
The purpose of this paper is to study stochastic evolution inclusions of the form \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where $\mathcal{A}$ is a multi-valued operator acting on a…