Support of Borelian Measures in Separable Banach Spaces

Details Support of Borelian Measures in Separable Banach Spaces Support of Borelian Measures in Separable Banach Spaces

2008-08-24

arxiv.org/abs/0808.3248v1

Mathematics

Functional Analysis

Scientific paper

We prove in this article that every Borelian measure, for example, the distribution of a random variable, in separable Banach space has a support which is compact embedded Banach subspace; and prove that if the norm of the random variable belongs to some exponential Orlicz space, then the new subspace can be choose such that the norm of this variable in the new space also belongs to other exponential Orlicz space.

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