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arXiv · 1705.03584

Lectures on the mean values of functionals -- An elementary introduction to infinite-dimensional probability

Cheng-shi Liu
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Abstract

This is an elementary introduction to infinite-dimensional probability. In the lectures, we compute the exact mean values of some functionals on C[0,1] and L[0,1] by considering these functionals as infinite-dimensional random variables. The results show that there exist the complete concentration of measure phenomenon for these mean values since the variances are all zeroes.

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Cheng-shi Liu. 2017-05-10. Lectures on the mean values of functionals -- An elementary introduction to infinite-dimensional probability. https://arxiv.org/abs/1705.03584

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