Independent Random Variables and Rearrangement Invariant Spaces

Independent Random Variables and Rearrangement Invariant Spaces

by Michael Sh. Braverman
     
 

ISBN-10: 0521455154

ISBN-13: 9780521455152

Pub. Date: 10/28/2004

Publisher: Cambridge University Press

The subject of this book lies on the boundary between probability theory and the theory of function spaces. Here Professor Braverman investigates independent random variables in rearrangement invariant (r.i.) spaces. The significant feature of r.i. spaces is that the norm of an element depends on its distribution only, and this property allows the results and

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Overview

The subject of this book lies on the boundary between probability theory and the theory of function spaces. Here Professor Braverman investigates independent random variables in rearrangement invariant (r.i.) spaces. The significant feature of r.i. spaces is that the norm of an element depends on its distribution only, and this property allows the results and methods associated with r.i. spaces to be applied to problems in probability theory. On the other hand, probabilistic methods can also prove useful in the study of r.i. spaces. In this book new techniques are used and a number of interesting results are given, many of which have never before been available in English.

Product Details

ISBN-13:
9780521455152
Publisher:
Cambridge University Press
Publication date:
10/28/2004
Series:
London Mathematical Society Lecture Note Series, #194
Pages:
128
Product dimensions:
5.98(w) x 8.98(h) x 0.31(d)

Table of Contents

1. Preliminaries; 2. Inequalities for sums of independent random variables in rearrangement invariant spaces; 3. Linear combinations of independent random variables in rearrangement invariant spaces; 4. Complementibility of subspaces generated in rearrangement invariant spaces; 5. Independent random variables in rerrangement invariant spaces.

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