Martingale Inequalities: Seminar Notes on Recent Progress PDF Download
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Author: Adriano M. Garsia
Publisher:
ISBN:
Category : Inequalities (Mathematics).
Languages : en
Pages : 200
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Book Description
Author: Adriano M. Garsia
Publisher:
ISBN:
Category : Inequalities (Mathematics).
Languages : en
Pages : 200
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Book Description
Author: Adam Osękowski
Publisher: Springer Science & Business Media
ISBN: 3034803702
Category : Mathematics
Languages : en
Pages : 471
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Book Description
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.
Author: A.R. Dorling
Publisher: Butterworth-Heinemann
ISBN: 1483164721
Category : Mathematics
Languages : en
Pages : 273
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Book Description
Use of Mathematical Literature discusses the bibliographic concerns of mathematical literature. The book is comprised of 14 chapters that cover characteristics of mathematical literature and provide reviews of some of the major literature in various mathematical fields. The text first discusses the role of the literature in mathematics, and then proceeds to tackling major organizations, journals, and reference materials. Next, the book provides critical accounts of the major literature in various mathematical fields, such as combinatorics, topology, and mathematical programming. The book will be of great use to students, practitioners, and researchers of mathematics. Other profession handling math literature, such as teachers, librarians, and translators will also find this book invaluable.
Author: P. Hall
Publisher: Academic Press
ISBN: 1483263223
Category : Mathematics
Languages : en
Pages : 321
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Book Description
Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.
Author: Henryk Hudzik
Publisher: CRC Press
ISBN: 1482270501
Category : Mathematics
Languages : en
Pages : 532
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Book Description
This volume compiles research results from the fifth Function Spaces International Conference, held in Poznan, Poland. It presents key advances, modern applications and analyses of function spaces and contains two special sections recognizing the contributions and influence of Wladyslaw Orlicz and Genadil Lozanowskii.
Author: Allan Gut
Publisher: Springer Science & Business Media
ISBN: 1475719922
Category : Mathematics
Languages : en
Pages : 208
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Book Description
My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then recent book Stochastic Processes by Professor N.D. Prabhu was one of the requirements. Later, my teacher, Professor Carl-Gustav Esseen, gave me some problems in this area for a possible thesis, the result of which was Gut (1974a). Over the years I have, on and off, continued research in this field. During this time it has become clear that many limit theorems can be obtained with the aid of limit theorems for random walks indexed by families of positive, integer valued random variables, typically by families of stopping times. During the spring semester of 1984 Professor Prabhu visited Uppsala and very soon got me started on a book focusing on this aspect. I wish to thank him for getting me into this project, for his advice and suggestions, as well as his kindness and hospitality during my stay at Cornell in the spring of 1985. Throughout the writing of this book I have had immense help and support from Svante Janson. He has not only read, but scrutinized, every word and every formula of this and earlier versions of the manuscript. My gratitude to him for all the errors he found, for his perspicacious suggestions and remarks and, above all, for what his unusual personal as well as scientific generosity has meant to me cannot be expressed in words.
Author: J.-A. Chao
Publisher: Springer
ISBN: 354039284X
Category : Mathematics
Languages : en
Pages : 238
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Book Description
Author: Marvin J. Greenberg
Publisher: CRC Press
ISBN: 0429970951
Category : Mathematics
Languages : en
Pages : 332
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Book Description
Great first book on algebraic topology. Introduces (co)homology through singular theory.
Author: Library of Congress. Copyright Office
Publisher: Copyright Office, Library of Congress
ISBN:
Category : Copyright
Languages : en
Pages : 1406
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Book Description
Author: Christopher G. Small
Publisher: John Wiley & Sons
ISBN: 1118165535
Category : Mathematics
Languages : en
Pages : 268
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Book Description
Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.
