Abstract
The concept of covariance, and the corollary concept of weak variance, are remarkably feebler in infinite-dimensional than in finite-dimensional spaces. This gives some indication of the weakness of such concepts as weak orthogonality in proving limit theorems for random variables in B-spaces.
Keywords
- Banach Space
- Bilinear Form
- Conditional Independence
- Weak Topology
- Weak Variance
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Reference
Anatole Beck, Conditional Independence, Zeitschrift für Wahrscheinlichkeitstheorie 33 (1976) pp. 253–267.
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© 1978 Springer-Verlag
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Beck, A. (1978). On the covariance tensor. In: Aron, R.M., Dineen, S. (eds) Vector Space Measures and Applications I. Lecture Notes in Mathematics, vol 644. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0066838
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DOI: https://doi.org/10.1007/BFb0066838
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-08668-0
Online ISBN: 978-3-540-35906-7
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