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Abstract: We prove in this article that every Borelian measure, for example, thedistribution of a random variable, in separable Banach space has a supportwhich is compact embedded Banach subspace; and prove that if the norm of therandom variable belongs to some exponential Orlicz space, then the new subspacecan be choose such that the norm of this variable in the new space also belongsto other exponential Orlicz space.



Autor: E. Ostrovsky

Fuente: https://arxiv.org/



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