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In this paper the question of the extent to which truncated heavy tailed random vectors, taking values in a Banach space, retain the characteristic features of heavy tailed
We derive a precise link between series expansions of Gaussian random vectors in a Banach space and Parseval frames in their reproducing kernel Hilbert space.. The results are
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
Some deviation inequalities and moderate deviation principles for the maximum likelihood esti- mators of parameters in an Ornstein-Uhlenbeck process with linear drift are established
Truman, Statistics of Local Time and Excursions for the Ornstein-Uhlenbeck Process, Lecture Notes of the London Mathematical Society 167 , 91 (1991) MR1166408 A. Williams,
Abstract: Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to
In this note the almost sure convergence of stationary, ϕ -mixing sequences of random variables with values in real, separable Banach spaces according to summability methods is
Utilizing the notion of uniform equicontinuity for sequences of functions with the values in the space of measurable operators, we present a non-commutative version of the
