  We define the $k$:th moment of a Banach space valued random variable as the
expectation of its $k$:th tensor power; thus the moment (if it exists) is an
element of a tensor power of the original Banach space.
  We study both the projective and injective tensor products, and their
relation. Moreover, in order to be general and flexible, we study three
different types of expectations: Bochner integrals, Pettis integrals and
Dunford integrals.
  One of the problems studied is whether two random variables with the same
injective moments (of a given order) necessarily have the same projective
moments; this is of interest in applications. We show that this holds if the
Banach space has the approximation property, but not in general.
  Several sections are devoted to results in special Banach spaces, including
Hilbert spaces, $C(K)$ and $D[0,1]$. The latter space is non-separable, which
complicates the arguments, and we prove various preliminary results on e.g.
measurability in $D[0,1]$ that we need.
  One of the main motivations of this paper is the application to Zolotarev
metrics and their use in the contraction method. This is sketched in an
appendix.
