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Tagged with hilbert-spaces probability-distributions
4 questions
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Concentration inequality for Hilbert space valued random variables
I have read in a paper about the following result:
Let $V$ be a separable Hilbert space and $(\Omega,A_{\Omega},P)$ a probability space. Suppose that $Y_1,Y_2,...$ is a sequence of independent $V$-...
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Canonical embedding of Hilbert space in random $L^2$
This question is a followup of Canonical embedding of Hilbert space in $L^2$ space, where it was essentially shown that there is no canonical way to construct, from an abstract Hilbert space $H$, a ...
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Canonical embedding of Hilbert space in $L^2$ space
Let $H$ be a Hilbert space. I am interested in isometries $f\colon H\to L^2(X,\mu)$ where $\mu$ is a probability measure on some measure space $X=(X,\mathcal F)$ where $\mathcal F$ is a $\sigma$-...
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Efficient packing in Gaussian measures on Hilbert spaces
Let $B(0,1)$ be the unit ball in a separable Hilbert space $H$ with a Gaussian measure $\mu$ on it. For a small $r > 0$, can we have $x_i \in B(0,1)$, $0 < r_i \leq r$ and a constant $K > 0$ ...