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The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces

Nguyen Van Huan, Nguyen Van Quang (2012)

Kybernetika

We establish the Doob inequality for martingale difference arrays and provide a sufficient condition so that the strong law of large numbers would hold for an arbitrary array of random elements without imposing any geometric condition on the Banach space. Some corollaries are derived from the main results, they are more general than some well-known ones.

The Minlos lemma for positive-definite functions on additive subgroups of n

W. Banaszczyk (1997)

Studia Mathematica

Let H be a real Hilbert space. It is well known that a positive-definite function φ on H is the Fourier transform of a Radon measure on the dual space if (and only if) φ is continuous in the Sazonov topology (resp. the Gross topology) on H. Let G be an additive subgroup of H and let G p c (resp. G b ) be the character group endowed with the topology of uniform convergence on precompact (resp. bounded) subsets of G. It is proved that if a positive-definite function φ on G is continuous in the Gross topology,...

Topological algebras of random elements

Bertram M. Schreiber, M. Victoria Velasco (2016)

Studia Mathematica

Let L₀(Ω;A) be the Fréchet space of Bochner-measurable random variables with values in a unital complex Banach algebra A. We study L₀(Ω;A) as a topological algebra, investigating the notion of spectrum in L₀(Ω;A), the Jacobson radical, ideals, hulls and kernels. Several results on automatic continuity of homomorphisms are developed, including versions of well-known theorems of C. Rickart and B. E. Johnson.

Weak and strong moments of random vectors

Rafał Latała (2011)

Banach Center Publications

We discuss a conjecture about comparability of weak and strong moments of log-concave random vectors and show the conjectured inequality for unconditional vectors in normed spaces with a bounded cotype constant.

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