Lectures on the mean values of functionals -- An elementary introduction to infinite-dimensional probability
arXiv:1705.03584
Abstract
This is an elementary introduction to infinite-dimensional probability. In the lectures, we compute the exact mean values of some functionals on C[0,1] and L[0,1] by considering these functionals as infinite-dimensional random variables. The results show that there exist the complete concentration of measure phenomenon for these mean values since the variances are all zeroes.
57