Random walk in balls and an extension of the Banach integral in abstract spaces

DOI10.1007/s10959-019-00890-4zbMath1481.60087OpenAlexW2921564359MaRDI QIDQ1741869

Tadeusz Banek, August Michał Zapała

Publication date: 7 May 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-019-00890-4

zbMATH Keywords

martingaleRadon-Nikodym propertyBanach random walkquasi-orthogonal Schauder basis

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Martingales and classical analysis (60G46) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items

Limit distribution of the Banach random walk

Cites Work

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• Banach random walk in the unit ball \(S\subset l^{2}\) and chaotic decomposition of \(l^{2}( S,\mathbb {P})\)
• Schauder bases in Banach spaces of continuous functions
• Gaussian measures in Banach spaces
• Jensen's inequality for conditional expectations in Banach spaces
• Measures, Integrals and Martingales