Weak parallelogram laws on banach spaces and applications to prediction

This paper concerns a family of weak parallelogram laws for Banach spaces. It is shown that the familiar Lebesgue spaces satisfy a range of these inequalities. Connections are made to basic geometric ideas, such as smoothness, convexity, and Pythagorean-type theorems. The results are applied to the linear prediction of random processes spanning a Banach space. In particular, the weak parallelogram laws furnish coefficient growth estimates, Baxter-type inequalities, and criteria for regularity.

[1]  Mohsen Pourahmadi,et al.  Regularity and Minimality of Infinite Variance Processes , 2000 .

[2]  G. Baxter A norm inequality for a “finite-section” Wiener-Hopf equation , 1963 .

[3]  M. M. Siddiqui Stationary Random Processes. Yu. A. Rozanov (translated from Russian by A. Feinstein). San Francisco: Holden-Day, 1967, 211 pp. $10.95. , 1968 .

[4]  B. Beauzamy Introduction to Banach spaces and their geometry , 1985 .

[5]  N. Carothers A short course on Banach space theory , 2004 .

[6]  W. L. Bynum,et al.  A Weak Parallelogram Law for l p , 1972 .

[7]  Mohsen Pourahmadi,et al.  Foundations of Time Series Analysis and Prediction Theory , 2001 .

[8]  Mohsen Pourahmadi,et al.  Wold decomposition, prediction and parameterization of stationary processes with infinite variance , 1988 .

[9]  Stamatis Cambanis,et al.  Innovations and Wold decompositions of stable sequences , 1988 .

[10]  B. Pettis,et al.  A proof that every uniformly convex space is reflexive , 1939 .

[11]  Raymond Cheng,et al.  Duality of the weak parallelogram laws on Banach spaces , 2013 .

[12]  M. Pourahmadi,et al.  Baxter's inequality and convergence of finite predictors of multivariate stochastic processess , 1993 .

[13]  Anja Walter A Short Course On Banach Space Theory , 2016 .

[14]  Christian Houdré,et al.  On the linear prediction of some Lp random fields , 1999 .

[15]  W. L. Bynum,et al.  Weak Parallelogram Laws for Banach Spaces , 1976, Canadian Mathematical Bulletin.

[16]  Mohsen Pourahmadi,et al.  On the geometry of Lp (μ) with applications to infinite variance processes , 2003, Journal of the Australian Mathematical Society.

[17]  Julius S. Bendat,et al.  Stationary Random Processes , 2012 .

[18]  E. Parzen Foundations of Time Series Analysis and Prediction Theory , 2002 .

[19]  R. C. James Orthogonality and linear functionals in normed linear spaces , 1947 .

[20]  Horst Martini,et al.  On Birkhoff orthogonality and isosceles orthogonality in normed linear spaces , 2012 .