Higher Moments of Banach Space Valued Random Variables

Download or read book Higher Moments of Banach Space Valued Random Variables written by Svante Janson and published by American Mathematical Soc.. This book was released on 2015-10-27 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors define the :th moment of a Banach space valued random variable as the expectation of its :th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. The authors 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, Pettis integrals and Dunford integrals.