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Higher Moments of Banach Space Valued Random Variables

Svante Janson
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      The authors 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.The authors study both the projective and injective tensor products, and their relation. Moreover, in order to be general and flexible, we study three different types of expectations: Bochner integrals, Pettis integrals and Dunford integrals.
      Format: Paperback / softback CONTRIBUTORS: Svante Janson EAN: 9781470414658 COUNTRY: United States PAGES: WEIGHT: 0 g HEIGHT: 254 cm
      PUBLISHED BY: American Mathematical Society DATE PUBLISHED: 2015-11-01 CITY: GENRE: MATHEMATICS / Transformations WIDTH: 178 cm SPINE:

      Book Themes:

      Probability and statistics

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      Svante Janson and Sten Kaijser, Uppsala University, Sweden.
      The authors 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.The authors study both the projective and injective tensor products, and their relation. Moreover, in order to be general and flexible, we study three different types of expectations: Bochner integrals, Pettis integrals and Dunford integrals.
      Format: Paperback / softback CONTRIBUTORS: Svante Janson EAN: 9781470414658 COUNTRY: United States PAGES: WEIGHT: 0 g HEIGHT: 254 cm
      PUBLISHED BY: American Mathematical Society DATE PUBLISHED: 2015-11-01 CITY: GENRE: MATHEMATICS / Transformations WIDTH: 178 cm SPINE:

      Book Themes:

      Probability and statistics

      Customer Reviews

      Be the first to write a review
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      Svante Janson and Sten Kaijser, Uppsala University, Sweden.

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