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12 votes
2 answers
3k views

Does there exist an event independent of a given sigma-algebra?

The following question came up in a discussion with my advisor: Let $(\Omega, \mathcal F, \mathbb P)$ be a non-trivial probability space, and suppose that $\mathcal G$ is a proper sub-$\sigma$-...
Tom LaGatta's user avatar
  • 8,512
8 votes
2 answers
640 views

Does a random sequence of vectors span a Hilbert space?

Let $\mathcal{H}$ be a separable Hilbert space. Let $v$ be a random variable taking values in $\mathcal{H}$ such that $P(v \perp h) < 1$ for all $h \in \mathcal{H}.$ Suppose we sample an infinite ...
J. E. Pascoe's user avatar
  • 1,429
5 votes
1 answer
512 views

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 $V$-...
Hugo10T's user avatar
  • 115
5 votes
1 answer
341 views

Reference request for Deterministic $\subset$ Random $\subset$ Quantum

I hope this post is on topic as a reference request. I have seen somewhere the idea of (and saw it written just like this): $$\text{Deterministic }\subset\text{ Random }\subset\text{ Quantum }.$$ I am ...
JP McCarthy's user avatar
  • 1,037
4 votes
1 answer
863 views

Hoeffding's inequality for Hilbert space valued random elements

Suppose that $\mathbb H$ is a separable Hilbert space and $X_1,\ldots,X_n$ are independent zero mean $\mathbb H$-valued random elements such that $\|X_i\|\le s$ for each $1\le i\le n$, where $\|\cdot\|...
Cm7F7Bb's user avatar
  • 423
3 votes
1 answer
159 views

Tight L2 bound on moments approximation and reference

Consider $f\in L^2(I)$, where $I$ is the unit interval and $L^2$ is w.r.t. Lebesgue measure, and consider an approximation of $f$ denoted by $\tilde{f}\in L^2$. The error in approximated the moments ...
Amir Sagiv's user avatar
  • 3,574
3 votes
0 answers
198 views

Karhunen-Loeve expansion convergence rate for Gaussian Proccess

Consider A Gaussian Procces $X(t):\mathbb{R}\times \Omega \to \mathbb{R}$ with $\Omega$ a probability space and $\mathbb{E} \left[ X_t \right] = 0$ for all $t\in \mathbb{R}$. Consider also its KL ...
Amir Sagiv's user avatar
  • 3,574
1 vote
0 answers
83 views

Embedding random variables in infinite-dimensional spaces

Let $H$ be a reproducing kernel Hilbert space of functions $f:E\to F$ with kernel $k$. A point in $E$ may be embedded into $H$ via the canonical embedding $x\mapsto k(x,\cdot)$. Similarly, a random ...
JohnA's user avatar
  • 710