Majorization, Exponential Inequalities and Almost Sure Behavior of Vector-Valued Random Variables
نویسندگان
چکیده
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...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1991
ISSN: 0091-1798
DOI: 10.1214/aop/1176990341