Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

ASYMPTOTIC BEHAVIOR OF p-PREDICTIONS FOR VECTOR VALUED RANDOM VARIABLES

Let (Q,<r, p) be a probability space and let X be a B-valued /i-essentially bounded random variable, where (B,\\ ||) is a uniformly convex Banach space. Given a, a sub-<r-algebra of a, the p-prediction (1 < p < oo) of X is defined as the best Lp-approximation to X by (»-measurable random variables. The paper proves that the Pólya algorithm is successful, i.e. the p-prediction converges to an "c...

متن کامل

Ocone formula for vector valued random variables in abstract Wiener space

The classical representation of random variables as the Itô integral of nonanticipative integrands is extended to include Banach space valued random variables on an abstract Wiener space equipped with a filtration induced by a resolution of the identity on the Cameron–Martin space. The Itô integral is replaced in this case by an extension of the divergence to random operators, and the operators...

متن کامل

The Clark–ocone Formula for Vector Valued Random Variables in Abstract Wiener Space

Erratum to " The Clark-Ocone formula for vector valued random variables in abstract Wiener space " , Jour. In this paper we considered the extension of the Clark-Ocone formula for a random variable defined on an abstract Wiener space (W, H, µ) and taking values in a Banach space (denoted there either B or Y). The main result appears in Theorem 3.4. Unfortunately, as first pointed out to us by J...

متن کامل

Strong asymptotic independence on Wiener chaos

Let Fn = (F1,n, ...., Fd,n), n > 1, be a sequence of random vectors such that, for every j = 1, ..., d, the random variable Fj,n belongs to a fixed Wiener chaos of a Gaussian field. We show that, as n → ∞, the components of Fn are asymptotically independent if and only if Cov(F 2 i,n, F 2 j,n) → 0 for every i 6= j. Our findings are based on a novel inequality for vectors of multiple Wiener-Itô ...

متن کامل

Wiener Tauberian Theorems for Vector - Valued Functions

Different versions of Wiener’s Tauberian theorem are discussed for the generalized group algebra LI(G,A) (of integrable functions on a locally compact abelian group G taking values in a commutative semisimple regular Banach algebra A) using A-valued Fourier transforms. A weak form of Wiener’s Tauberian property is introduced and it is proved that LI(G,A) is weakly Tauberian if and only if A is....

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 2019

ISSN: 0304-4149

DOI: 10.1016/j.spa.2018.09.018