The Banach spaces $\mathbf {F}_\psi (\Omega )$ of random variables

DOI10.1090/S0094-9000-2013-00892-8zbMath1305.60025OpenAlexW1902894219MaRDI QIDQ2922892

Yu. Yu. Mlavets, Yuriy Vasil'ovich Kozachenko

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2013-00892-8

zbMATH Keywords

stochastic processesOrlicz spacesBanach spaces of random variablesmoment norms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) General theory of stochastic processes (60G07)

Related Items (4)

Accuracy and reliability of a model for a Gaussian homogeneous and isotropic random field in the space $L_p(\mathbb {T})$, $p\geq 1$ ⋮ Lipschitz conditions for stochastic processes in the Banach spaces $\mathbb {F}_\psi (\Omega )$ of random variables ⋮ Restricted isometry property for matrices whose entries are random variables belonging to some Orlicz spaces $L_U(\Omega )$ ⋮ An application of the theory of spaces $\mathbf {F}_\psi (\Omega )$ for evaluating multiple integrals by using the Monte Carlo method

Cites Work

• Probability of large deviations of sums of random processes from Orlicz space
• Exponential bounds for the probability deviations of sums of random fields
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