Probability in Banach Spaces

Probability in Banach Spaces PDF Author: Michel Ledoux
Publisher: Springer Science & Business Media
ISBN: 3642202128
Category : Mathematics
Languages : en
Pages : 493

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Book Description
Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed.

Probability in Banach Spaces

Probability in Banach Spaces PDF Author: Michel Ledoux
Publisher: Springer Science & Business Media
ISBN: 3642202128
Category : Mathematics
Languages : en
Pages : 493

Get Book Here

Book Description
Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed.

Higher Moments of Banach Space Valued Random Variables

Higher Moments of Banach Space Valued Random Variables PDF Author: Svante Janson
Publisher: American Mathematical Soc.
ISBN: 1470414651
Category : Mathematics
Languages : en
Pages : 124

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Book Description
The authors define the :th moment of a Banach space valued random variable as the expectation of its :th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. The authors 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.

Probability in Banach Spaces III

Probability in Banach Spaces III PDF Author: A. Beck
Publisher: Springer
ISBN: 3540387102
Category : Mathematics
Languages : en
Pages : 337

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Book Description


Probability in Banach Spaces

Probability in Banach Spaces PDF Author: Anatole Beck
Publisher: Springer
ISBN: 3540382569
Category : Mathematics
Languages : en
Pages : 291

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Book Description


Probability Distributions on Banach Spaces

Probability Distributions on Banach Spaces PDF Author: N Vakhania
Publisher: Springer Science & Business Media
ISBN: 940093873X
Category : Mathematics
Languages : en
Pages : 507

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Book Description
Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. G. K. Chesterton. The Scandal of Father 'The Hermit Clad in Crane Feathers' in R Brown 'The point of a Pin'. van Gulik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

Handbook of the Geometry of Banach Spaces

Handbook of the Geometry of Banach Spaces PDF Author:
Publisher: Elsevier
ISBN: 0080533507
Category : Mathematics
Languages : en
Pages : 873

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Book Description
Handbook of the Geometry of Banach Spaces

Probability Theory on Vector Spaces II

Probability Theory on Vector Spaces II PDF Author: A. Weron
Publisher: Springer
ISBN: 3540383506
Category : Mathematics
Languages : en
Pages : 342

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Book Description


Banach Spaces of Vector-Valued Functions

Banach Spaces of Vector-Valued Functions PDF Author: Pilar Cembranos
Publisher: Springer
ISBN: 3540696393
Category : Mathematics
Languages : en
Pages : 124

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Book Description
"When do the Lebesgue-Bochner function spaces contain a copy or a complemented copy of any of the classical sequence spaces?" This problem and the analogous one for vector- valued continuous function spaces have attracted quite a lot of research activity in the last twenty-five years. The aim of this monograph is to give a detailed exposition of the answers to these questions, providing a unified and self-contained treatment. It presents a great number of results, methods and techniques, which are useful for any researcher in Banach spaces and, in general, in Functional Analysis. This book is written at a graduate student level, assuming the basics in Banach space theory.

Decoupling

Decoupling PDF Author: Victor de la Peña
Publisher: Springer Science & Business Media
ISBN: 1461205379
Category : Mathematics
Languages : en
Pages : 405

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Book Description
A friendly and systematic introduction to the theory and applications. The book begins with the sums of independent random variables and vectors, with maximal inequalities and sharp estimates on moments, which are later used to develop and interpret decoupling inequalities. Decoupling is first introduced as it applies to randomly stopped processes and unbiased estimation. The authors then proceed with the theory of decoupling in full generality, paying special attention to comparison and interplay between martingale and decoupling theory, and to applications. These include limit theorems, moment and exponential inequalities for martingales and more general dependence structures, biostatistical implications, and moment convergence in Anscombe's theorem and Wald's equation for U--statistics. Addressed to researchers in probability and statistics and to graduates, the expositon is at the level of a second graduate probability course, with a good portion of the material fit for use in a first year course.

Weak Convergence and Empirical Processes

Weak Convergence and Empirical Processes PDF Author: A. W. van der Vaart
Publisher: Springer Nature
ISBN: 3031290402
Category : Mathematics
Languages : en
Pages : 693

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Book Description
This book provides an account of weak convergence theory, empirical processes, and their application to a wide variety of problems in statistics. The first part of the book presents a thorough treatment of stochastic convergence in its various forms. Part 2 brings together the theory of empirical processes in a form accessible to statisticians and probabilists. In Part 3, the authors cover a range of applications in statistics including rates of convergence of estimators; limit theorems for M− and Z−estimators; the bootstrap; the functional delta-method and semiparametric estimation. Most of the chapters conclude with “problems and complements.” Some of these are exercises to help the reader’s understanding of the material, whereas others are intended to supplement the text. This second edition includes many of the new developments in the field since publication of the first edition in 1996: Glivenko-Cantelli preservation theorems; new bounds on expectations of suprema of empirical processes; new bounds on covering numbers for various function classes; generic chaining; definitive versions of concentration bounds; and new applications in statistics including penalized M-estimation, the lasso, classification, and support vector machines. The approximately 200 additional pages also round out classical subjects, including chapters on weak convergence in Skorokhod space, on stable convergence, and on processes based on pseudo-observations.