Higher Moments of Banach Space Valued Random Variables

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Higher Moments of Banach Space Valued Random Variables is written by Svante Janson and published by American Mathematical Soc.. It's available with International Standard Book Number or ISBN identification 1470414651 (ISBN 10) and 9781470414658 (ISBN 13).

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.