Norm convergent expansion for -valued Gaussian random elements
T. Byczkowski (1979)
Studia Mathematica
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T. Byczkowski (1979)
Studia Mathematica
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J. Kuelbs (1978)
Colloquium Mathematicae
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J. Rosiński (1984)
Studia Mathematica
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Giuseppina Barbieri, Francisco J. García-Pacheco, Daniele Puglisi (2014)
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Nicolae Dinculeanu (2000)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
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W. Mlak (1983)
Annales Polonici Mathematici
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T. Byczkowski (1977)
Studia Mathematica
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S. Kwapien (1972-1973)
Séminaire Analyse fonctionnelle (dit "Maurey-Schwartz")
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Rafał Kapica (2005)
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We propose stochastic versions of some theorems of W. J. Thron [14] on the speed of convergence of iterates for random-valued functions on cones in Banach spaces.
Michael B. Marcus, Gilles Pisier (1979)
Séminaire de probabilités de Strasbourg
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Dianliang Deng (2010)
ESAIM: Probability and Statistics
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In the present paper, by using the inequality due to Talagrand's isoperimetric method, several versions of the bounded law of iterated logarithm for a sequence of independent Banach space valued random variables are developed and the upper limits for the non-random constant are given.
Rozovskij, L.V. (2004)
Zapiski Nauchnykh Seminarov POMI
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Jan Rosiński
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CONTENTSI. Introduction.....................................................................................................................................................................5II. Preliminaries...................................................................................................................................................................7 1. Infinitely divisible probability measures on Banach spaces..........................................................................................7 2....
T. Byczkowski (1976)
Studia Mathematica
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Simon Foucart, Ming-Jun Lai (2010)
Studia Mathematica
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For an m × N underdetermined system of linear equations with independent pre-Gaussian random coefficients satisfying simple moment conditions, it is proved that the s-sparse solutions of the system can be found by ℓ₁-minimization under the optimal condition m ≥ csln(eN/s). The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes the ℓ₁-norm and the outer norm depends on probability distributions.