The space $D$ in several variables: random variables and higher moments
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Publication:5080424
DOI10.7146/MATH.SCAND.A-128971zbMATH Open1498.46028arXiv2004.00237OpenAlexW3216284216MaRDI QIDQ5080424
Author name not available (Why is that?)
Publication date: 31 May 2022
Published in: (Search for Journal in Brave)
Abstract: We study the Banach space of functions of several variables that are (in a certain sense) right-continuous with left limits, and extend several results previously known for the standard case . We give, for example, a description of the dual space, and we show that a bounded multilinear form always is measurable with respect to the -field generated by the point evaluations. These results are used to study random functions in the space. (I.e., random elements of the space.) In particular, we give results on existence of moments (in different senses) of such random functions, and we give an application to the Zolotarev distance between two such random functions.
Full work available at URL: https://arxiv.org/abs/2004.00237
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