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Integrability of Seminorms


 
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1. Title Title of document Integrability of Seminorms
 
2. Creator Author's name, affiliation, country Andreas Basse-O'Connor; University of Aarhus; Denmark
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) integrability; chaos processes; seminorms; regularly varying distributions
 
3. Subject Subject classification 60G17; 60B11; 60B12; 60E15
 
4. Description Abstract We study integrability and equivalence of $L^p$-norms of polynomial chaos elements. Relying on known results for Banach space valued polynomials, we extend and unify integrability for seminorms results to random elements that are not necessarily limits of Banach space valued polynomials. This enables us to prove integrability results for a large class of seminorms of stochastic processes and to answer, partially, a question raised by C. Borell (1979, Seminaire de Probabilites, XIII, 1--3).
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2011-01-12
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/853
 
10. Identifier Digital Object Identifier 10.1214/EJP.v16-853
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 16
 
12. Language English=en
 
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