Martingale Spaces And Inequalities
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Martingale Spaces And Inequalities
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Author : Ruilin Long
language : en
Publisher:
Release Date : 1993
Martingale Spaces And Inequalities written by Ruilin Long and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Inequalities (Mathematics) categories.
Martingale Spaces And Inequalities
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Author : Ruilin Long
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Martingale Spaces And Inequalities written by Ruilin Long and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Mathematics categories.
This book gives a systematic introduction to the theory of martingale spaces and inequalities. Except those mainly concerned with the martingale Hp, p>1, most parts of the book reflect the developments in the field in the past twenty years. The material is self-contained, only a familiarity with basic analysis is required. Both graduate students and mathematicians who want to know about the interaction between analysis and probability will find this book to be a valuable reference and text.Das Buch gibt eine systematische Einführung in die Martingaltheorie und ihre Beziehungen zur Analysis. Der größte Teil des Buches beschreibt die Entwicklungen der letzten 20 Jahre.
Martingale Inequalities Seminar Notes On Recent Progress
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Author : Adriano M. Garsia
language : en
Publisher:
Release Date : 1973
Martingale Inequalities Seminar Notes On Recent Progress written by Adriano M. Garsia and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Inequalities (Mathematics). categories.
Sharp Martingale And Semimartingale Inequalities
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Author : Adam Osękowski
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-14
Sharp Martingale And Semimartingale Inequalities written by Adam Osękowski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-14 with Mathematics categories.
This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables to deduce a given inequality for semimartingales from the existence of a certain special function with some convex-type properties. Remarkably, an appropriate application of the method leads to the sharp version of the estimate under investigation, which is particularly important for applications. These include the theory of quasiregular mappings (with deep implications to the geometric function theory); the boundedness of two-dimensional Hilbert transform and a more general class of Fourier multipliers; the theory of rank-one convex and quasiconvex functions; and more. The book is divided into a few separate parts. In the introductory chapter we present motivation for the results and relate them to some classical problems in harmonic analysis. The next part contains a general description of the method, which is applied in subsequent chapters to the study of sharp estimates for discrete-time martingales; discrete-time sub- and supermartingales; continuous time processes; the square and maximal functions. Each chapter contains additional bibliographical notes included for reference.
Martingale Hardy Spaces And Their Applications In Fourier Analysis
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Author : Ferenc Weisz
language : en
Publisher: Springer
Release Date : 2006-11-15
Martingale Hardy Spaces And Their Applications In Fourier Analysis written by Ferenc Weisz and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-15 with Mathematics categories.
This book deals with the theory of one- and two-parameter martingale Hardy spaces and their use in Fourier analysis, and gives a summary of the latest results in this field. A method that can be applied for both one- and two-parameter cases, the so-called atomic decomposition method, is improved and provides a new and common construction of the theory of one- and two-parameter martingale Hardy spaces. A new proof of Carleson's convergence result using martingale methods for Fourier series is given with martingale methods. The book is accessible to readers familiar with the fundamentals of probability theory and analysis. It is intended for researchers and graduate students interested in martingale theory, Fourier analysis and in the relation between them.
Inequalities In Analysis And Probability
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Author : Odile Pons
language : en
Publisher: World Scientific
Release Date : 2016-11-03
Inequalities In Analysis And Probability written by Odile Pons and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-03 with Mathematics categories.
The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of many new results are presented in great detail. Original tools are developed for spatial point processes and stochastic integration with respect to local martingales in the plane. This second edition covers properties of random variables and time continuous local martingales with a discontinuous predictable compensator, with exponential inequalities and new inequalities for their maximum variable and their p-variations. A chapter on stochastic calculus presents the exponential sub-martingales developed for stationary processes and their properties. Another chapter devoted itself to the renewal theory of processes and to semi-Markovian processes, branching processes and shock processes. The Chapman–Kolmogorov equations for strong semi-Markovian processes provide equations for their hitting times in a functional setting which extends the exponential properties of the Markovian processes.
Concentration Inequalities For Sums And Martingales
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Author : Bernard Bercu
language : en
Publisher: Springer
Release Date : 2015-09-29
Concentration Inequalities For Sums And Martingales written by Bernard Bercu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-29 with Mathematics categories.
The purpose of this book is to provide an overview of historical and recent results on concentration inequalities for sums of independent random variables and for martingales. The first chapter is devoted to classical asymptotic results in probability such as the strong law of large numbers and the central limit theorem. Our goal is to show that it is really interesting to make use of concentration inequalities for sums and martingales. The second chapter deals with classical concentration inequalities for sums of independent random variables such as the famous Hoeffding, Bennett, Bernstein and Talagrand inequalities. Further results and improvements are also provided such as the missing factors in those inequalities. The third chapter concerns concentration inequalities for martingales such as Azuma-Hoeffding, Freedman and De la Pena inequalities. Several extensions are also provided. The fourth chapter is devoted to applications of concentration inequalities in probability and statistics.
A Proof Of Martingale Inequalities In Rearrangement Invariant Function Spaces
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Author : Masato Kikuchi
language : en
Publisher:
Release Date : 1996
A Proof Of Martingale Inequalities In Rearrangement Invariant Function Spaces written by Masato Kikuchi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Function spaces categories.
Martingales In Banach Spaces
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Author : Gilles Pisier
language : en
Publisher: Cambridge University Press
Release Date : 2016-06-06
Martingales In Banach Spaces written by Gilles Pisier and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-06 with Mathematics categories.
This book focuses on applications of martingales to the geometry of Banach spaces, and is accessible to graduate students.
Martingale Approximation
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Author : Yu. V. Borovskikh
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2019-01-14
Martingale Approximation written by Yu. V. Borovskikh and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-14 with Mathematics categories.
No detailed description available for "Martingale Approximation".