We are dealing with definition of expectation of random elements taking values in metric space given by I. Molchanov and P. Teran in 2006. The approach presented by the authors is quite general and has some interesting properties. We present two kinds of new results:• conditions under which the metric space is isometric with some real Banach space;• conditions which ensure "random identification" property for random elements and almost sure convergence of asymptotic martingales.
@article{bwmeta1.element.doi-10_2478_v10062-009-0004-z, author = {Artur Bator and Wies\l aw Zi\k eba}, title = {On some definition of expectation of random element in metric space}, journal = {Annales UMCS, Mathematica}, volume = {63}, year = {2009}, pages = {39-48}, zbl = {1198.60010}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_2478_v10062-009-0004-z} }
Artur Bator; Wiesław Zięba. On some definition of expectation of random element in metric space. Annales UMCS, Mathematica, Tome 63 (2009) pp. 39-48. http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_2478_v10062-009-0004-z/
Andalafte, E. Z., Valentine, J. E. and Wayment, S. G., Triangle median properties which characterize Banach spaces, Houston J. Math. 5 (1979), 307-312. | Zbl 0404.46011
Bator, A., Zięba, W., Expectation in metric spaces and characterizations of Banach spaces, Demonstratio Math. 42 (2009), in press. | Zbl 1198.60010
Beneš, V. E., Martingales on metric spaces, Teor. Veroyatnost. i Primenen. 7 (1962), 82-83 (Russian).
Dudek, D., Zięba, W., On multivalued amarts, Bull. Polish Acad. Sci. Math. 52 (2004), 93-99. | Zbl 1097.60028
Doss, S., Sur la moyenne d'un élément aléatoire dans un espace métrique, Bull. Sci. Math. 73 (1949), 48-72. | Zbl 0033.28902
Fréchet, M., Sur diverses définitions de la moyenne d'un élément aléatoire de nature quelconque, Giorn. Ist. Ital. Attuari 19 (1956), 1-15. | Zbl 0073.34703
Herer, W., Mathematical expectation and martingales of random subsets of a metric space, Prob. Math. Statist. 11 (1991), 291-304. | Zbl 0745.60007
Herer, W., Mathematical expectation and strong law of large numbers for random variables with values in a metric space of negative curvature, Prob. Math. Statist. 13, 2, (1992). 59-70. | Zbl 0766.60009
Herer, W., Martingales of random subsets of a metric space of negative curvature, Set-Valued Anal. 5 (1997), 147-157. | Zbl 0883.60044
Hiai, F., Umegaki, H., Integrals, conditional expectations, and martingales of multivalued functions, J. Multivariate Anal. 7 (1977), 149-182. | Zbl 0368.60006
Kruk, Ł., Zięba, W., On tightness of randomly indexed sequences of random elements, Bull. Polish Acad. Sci. Math. 42 (1994), 237-241. | Zbl 0830.60007
Pick, R., Expectation in metric spaces, Studia Sci. Math. Hungar. 22 (1987), 347-350. | Zbl 0658.60009
Sturm, K. T., Nonlinear martingale theory for processes with values in metric spaces of nonpositive curvature, Ann. Probab. 30 (2002), 1195-1222. | Zbl 1017.60050
Terán, P., Molchanov, I., The law of large numbers in a metric space with a convex combination operation, J. Theoret. Probab. 19 (2006), 875-897. | Zbl 1113.60014
Zolotarev, V. M., Modern Theory of Summation of Random Variables, Modern Probability and Statistics, VSP, Utrecht, 1997. | Zbl 0907.60001