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Activity Number:
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66
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Type:
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Contributed
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Date/Time:
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Sunday, August 2, 2009 : 4:00 PM to 5:50 PM
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Sponsor:
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IMS
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| Abstract - #304718 |
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Title:
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On Hilbert C*-module-Valued Random Variables
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Author(s):
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Khalil Shafie*+
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Companies:
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University of Northern Colorado
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Address:
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McKee Hall, Rm 518, Greeley, CO, 80639,
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Keywords:
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Banach Valued random variable ; central limit theorem ; Covariance operator ; Hilbert C* modules
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Abstract:
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In this work random variables that take their values from a Hilbert C*-module are defined and three definitions for the mean, covariance operator and Gaussian distribution of these random variables are given and it is shown that these definitions are equivalent. Furthermore, the concept of covariance of two real valued random variables and its properties are extended to two Hilbert C*-module valued random variables. These lead us to the generalization of Rao-Blackwell theorem for this type of random variables.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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