An inequality for the distribution of a sum of certain Banach space valued random variables
نویسندگان
چکیده
منابع مشابه
Central Limit Theorem for Banach Space Valued Fuzzy Random Variables
In this paper we prove a central limit theorem for Borel measurable nonseparably valued random elements in the case of Banach space valued fuzzy random variables.
متن کاملHigher Moments of Banach Space Valued Random Variables
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 and injective tensor products, and their relation. Moreover, in order to be general and flexible, we study three different types of expectations: Bochner integrals...
متن کاملAsymptotic Expansions for the Laplace Approximations of Sums of Banach Space-valued Random Variables
Let Xi, i ∈ N, be i.i.d. B-valued random variables, where B is a real separable Banach space. Let Φ be a smooth enough mapping from B intoR. An asymptotic evaluation of Zn = E(exp(nΦ( ∑n i=1 Xi/n))), up to a factor (1 + o(1)), has been gotten in Bolthausen [Probab. Theory Related Fields 72 (1986) 305–318] and Kusuoka and Liang [Probab. Theory Related Fields 116 (2000) 221–238]. In this paper, a...
متن کاملWeak laws of large numbers for weighted sums of Banach space valued fuzzy random variables
In this paper, we present some results on weak laws of large numbers for weighted sums of fuzzy random variables taking values in the space of normal and upper-semicontinuous fuzzy sets with compact support in a separable real Banach space. First, we give weak laws of large numbers for weighted sums of strong-compactly uniformly integrable fuzzy random variables. Then, we consider the case that...
متن کاملModerate Deviation Principles for Trajectories of Sums of Independent Banach Space Valued Random Variables
Let {Xn} be a sequence of i.i.d. random vectors with values in a separable Banach space. Moderate deviation principles for trajectories of sums of {Xn} are proved, which generalize related results of Borovkov and Mogulskii (1980) and Deshayes and Picard (1979). As an application, functional laws of the iterated logarithm are given. The paper also contains concluding remarks, with examples, on e...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Studia Mathematica
سال: 1974
ISSN: 0039-3223,1730-6337
DOI: 10.4064/sm-52-1-69-87