An Analytic Construction of Random Variables in Lebesgue Spaces

Abstract

This work develops, from a functional analytic perspective, the construction of random variables in Lebesgue spaces Lp. It extends classical notions of measurability, integrability, and expectation to Lp valued functions, using Pettis's theorem and the Riesz representation theorem to define the Bochner integral as a natural generalization of classical expectation.

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