An Analytic Construction of Random Variables in Lebesgue Spaces

Fuente: arXiv
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Bibliographic Details
Main Authors: Reyna-Castañeda, Hugo Guadalupe, Sandoval-Romero, María de los Ángeles
Format: Preprint
Published: 2025
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author Reyna-Castañeda, Hugo Guadalupe
Sandoval-Romero, María de los Ángeles
author_facet Reyna-Castañeda, Hugo Guadalupe
Sandoval-Romero, María de los Ángeles
contents This work develops, from a functional analytic perspective, the construction of random variables in Lebesgue spaces L^p. It extends classical notions of measurability, integrability, and expectation to L^p valued functions, using Pettis's theorem and the Riesz representation theorem to define the Bochner integral as a natural generalization of classical expectation.
format Preprint
id arxiv_https___arxiv_org_abs_2510_27154
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle An Analytic Construction of Random Variables in Lebesgue Spaces
Reyna-Castañeda, Hugo Guadalupe
Sandoval-Romero, María de los Ángeles
Probability
Functional Analysis
This work develops, from a functional analytic perspective, the construction of random variables in Lebesgue spaces L^p. It extends classical notions of measurability, integrability, and expectation to L^p valued functions, using Pettis's theorem and the Riesz representation theorem to define the Bochner integral as a natural generalization of classical expectation.
title An Analytic Construction of Random Variables in Lebesgue Spaces
topic Probability
Functional Analysis
url https://arxiv.org/abs/2510.27154