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Independent random variables and rearrangement invariant spaces /
The subject of this book lies on the boundary between probability theory and the theory of function spaces. Here Professor Braverman investigates independent random variables in rearrangement invariant (r.i.) spaces. The significant feature of r.i. spaces is that the norm of an element depends on it...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
1994.
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| Colección: | London Mathematical Society lecture note series ;
194. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Ch. I. Preliminaries. 1. Rearrangement invariant spaces. 2. The function of dilatation and Boyd indices. 3. Independent random variables. 4. Probability inequalities. 5. Disjoint random variables. 6. The Kruglov property. 7. Bases and sequence spaces. 8. Stable distributions
- Ch. II. Inequalities for sums of independent random variables in rearrangement invariant spaces. 1. Rosenthal's inequality and a characterization of the spaces L[subscript p]. 2. Estimates of von Bahr-Esseen type. 3. Upper estimates of the Rosenthal type. 4. Estimates in exponential Orlicz spaces
- Ch. III. Linear combinations of independent random variables in rearrangement invariant spaces. 1. l[subscript q]-estimates [actual symbol not reproducible]. 2. l[subscript 2]-estimates. 3. Stable random variables with different exponents. 4. Equidistributed random variables in exponential Orlicz spaces
- Ch. IV. Complementability of subspaces generated by independent random variables.