On the covariance tensor
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.
KeywordsBanach Space Bilinear Form Conditional Independence Weak Topology Weak Variance
Unable to display preview. Download preview PDF.