Pruitt's Estimates in Banach Space

Details Pruitt's Estimates in Banach Space Pruitt's Estimates in Banach Space

2011-05-11

arxiv.org/abs/1105.2183v1

Journal of Theoretical Probability (2010) 23, 1092-1109

Mathematics

Probability

Scientific paper

Pruitt's estimates on the expectation and the distribution of the time taken
by a random walk to exit a ball of radius r are extended to the infinite
dimensional setting. It is shown that they separate into two pairs of estimates
depending on whether the space is type 2 or cotype 2. It is further shown that
these estimates characterize type 2 and cotype 2 spaces.

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