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Author : Adriano M. Garsia
Publisher :
ISBN 13 :
Total Pages : 200 pages
Book Rating : 4.:/5 (44 download)
Download or read book Martingale Inequalities: Seminar Notes on Recent Progress written by Adriano M. Garsia and published by . This book was released on 1973 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Adam Osękowski
Publisher : Springer Science & Business Media
ISBN 13 : 3034803702
Total Pages : 471 pages
Book Rating : 4.0/5 (348 download)
Download or read book Sharp Martingale and Semimartingale Inequalities written by Adam Osękowski and published by Springer Science & Business Media. This book was released on 2012-08-14 with total page 471 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 13 : 1483164721
Total Pages : 273 pages
Book Rating : 4.4/5 (831 download)
Download or read book Use of Mathematical Literature written by A.R. Dorling and published by Butterworth-Heinemann. This book was released on 2014-05-20 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Henryk Hudzik
Publisher : CRC Press
ISBN 13 : 1482270501
Total Pages : 534 pages
Book Rating : 4.4/5 (822 download)
Download or read book Function Spaces written by Henryk Hudzik and published by CRC Press. This book was released on 2000-07-18 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : J.-A. Chao
Publisher : Springer
ISBN 13 : 354039284X
Total Pages : 238 pages
Book Rating : 4.5/5 (43 download)
Download or read book Martingale Theory in Harmonic Analysis and Banach Spaces written by J.-A. Chao and published by Springer. This book was released on 2006-11-17 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Allan Gut
Publisher : Springer Science & Business Media
ISBN 13 : 1475719922
Total Pages : 208 pages
Book Rating : 4.4/5 (757 download)
Download or read book Stopped Random Walks written by Allan Gut and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Marvin J. Greenberg
Publisher : CRC Press
ISBN 13 : 0429970951
Total Pages : 332 pages
Book Rating : 4.4/5 (299 download)
Download or read book Algebraic Topology written by Marvin J. Greenberg and published by CRC Press. This book was released on 2018-03-05 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 13 :
Total Pages : 1406 pages
Book Rating : 4.F/5 ( download)
Download or read book Catalog of Copyright Entries. Third Series written by Library of Congress. Copyright Office and published by Copyright Office, Library of Congress. This book was released on 1976 with total page 1406 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christopher G. Small
Publisher : John Wiley & Sons
ISBN 13 : 1118165535
Total Pages : 268 pages
Book Rating : 4.1/5 (181 download)
Download or read book Hilbert Space Methods in Probability and Statistical Inference written by Christopher G. Small and published by John Wiley & Sons. This book was released on 2011-09-15 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Burgess Davis
Publisher : Springer Science & Business Media
ISBN 13 : 1441972455
Total Pages : 715 pages
Book Rating : 4.4/5 (419 download)
Download or read book Selected Works of Donald L. Burkholder written by Burgess Davis and published by Springer Science & Business Media. This book was released on 2011-02-18 with total page 715 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book chronicles Donald Burkholder's thirty-five year study of martingales and its consequences. Here are some of the highlights. Pioneering work by Burkholder and Donald Austin on the discrete time martingale square function led to Burkholder and Richard Gundy's proof of inequalities comparing the quadratic variations and maximal functions of continuous martingales, inequalities which are now indispensable tools for stochastic analysis. Part of their proof showed how novel distributional inequalities between the maximal function and quadratic variation lead to inequalities for certain integrals of functions of these operators. The argument used in their proof applies widely and is now called the Burkholder-Gundy good lambda method. This uncomplicated and yet extremely elegant technique, which does not involve randomness, has become important in many parts of mathematics. The continuous martingale inequalities were then used by Burkholder, Gundy, and Silverstein to prove the converse of an old and celebrated theorem of Hardy and Littlewood. This paper transformed the theory of Hardy spaces of analytic functions in the unit disc and extended and completed classical results of Marcinkiewicz concerning norms of conjugate functions and Hilbert transforms. While some connections between probability and analytic and harmonic functions had previously been known, this single paper persuaded many analysts to learn probability. These papers together with Burkholder's study of martingale transforms led to major advances in Banach spaces. A simple geometric condition given by Burkholder was shown by Burkholder, Terry McConnell, and Jean Bourgain to characterize those Banach spaces for which the analog of the Hilbert transform retains important properties of the classical Hilbert transform. Techniques involved in Burkholder's usually successful pursuit of best constants in martingale inequalities have become central to extensive recent research into two well- known open problems, one involving the two dimensional Hilbert transform and its connection to quasiconformal mappings and the other a conjecture in the calculus of variations concerning rank-one convex and quasiconvex functions. This book includes reprints of many of Burkholder's papers, together with two commentaries on his work and its continuing impact.
Author : Donatella Danielli
Publisher : American Mathematical Soc.
ISBN 13 : 1470448963
Total Pages : 212 pages
Book Rating : 4.4/5 (74 download)
Download or read book Advances in Harmonic Analysis and Partial Differential Equations written by Donatella Danielli and published by American Mathematical Soc.. This book was released on 2020-04-09 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the AMS Special Session on Harmonic Analysis and Partial Differential Equations, held from April 21–22, 2018, at Northeastern University, Boston, Massachusetts. The book features a series of recent developments at the interface between harmonic analysis and partial differential equations and is aimed toward the theoretical and applied communities of researchers working in real, complex, and harmonic analysis, partial differential equations, and their applications. The topics covered belong to the general areas of the theory of function spaces, partial differential equations of elliptic, parabolic, and dissipative types, geometric optics, free boundary problems, and ergodic theory, and the emphasis is on a host of new concepts, methods, and results.
Author : L. C. G. Rogers
Publisher : Cambridge University Press
ISBN 13 : 9780521775946
Total Pages : 412 pages
Book Rating : 4.7/5 (759 download)
Download or read book Diffusions, Markov Processes, and Martingales: Volume 1, Foundations written by L. C. G. Rogers and published by Cambridge University Press. This book was released on 2000-04-13 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors' aim is to present the subject of Brownian motion not as a dry part of mathematical analysis, but to convey its real meaning and fascination. The opening, heuristic chapter does just this, and it is followed by a comprehensive and self-contained account of the foundations of theory of stochastic processes. Chapter 3 is a lively and readable account of the theory of Markov processes. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.
Author : P. Hall
Publisher : Academic Press
ISBN 13 : 1483263223
Total Pages : 321 pages
Book Rating : 4.4/5 (832 download)
Download or read book Martingale Limit Theory and Its Application written by P. Hall and published by Academic Press. This book was released on 2014-07-10 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Ferenc Weisz
Publisher : Birkhäuser
ISBN 13 : 3319568140
Total Pages : 446 pages
Book Rating : 4.3/5 (195 download)
Download or read book Convergence and Summability of Fourier Transforms and Hardy Spaces written by Ferenc Weisz and published by Birkhäuser. This book was released on 2017-12-27 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book investigates the convergence and summability of both one-dimensional and multi-dimensional Fourier transforms, as well as the theory of Hardy spaces. To do so, it studies a general summability method known as theta-summation, which encompasses all the well-known summability methods, such as the Fejér, Riesz, Weierstrass, Abel, Picard, Bessel and Rogosinski summations. Following on the classic books by Bary (1964) and Zygmund (1968), this is the first book that considers strong summability introduced by current methodology. A further unique aspect is that the Lebesgue points are also studied in the theory of multi-dimensional summability. In addition to classical results, results from the past 20-30 years – normally only found in scattered research papers – are also gathered and discussed, offering readers a convenient “one-stop” source to support their work. As such, the book will be useful for researchers, graduate and postgraduate students alike.
Author : Michel Métivier
Publisher : Walter de Gruyter
ISBN 13 : 3110845563
Total Pages : 305 pages
Book Rating : 4.1/5 (18 download)
Download or read book Semimartingales written by Michel Métivier and published by Walter de Gruyter. This book was released on 2011-06-01 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.
Author : Gilles Pisier
Publisher : Cambridge University Press
ISBN 13 : 1316679462
Total Pages : 591 pages
Book Rating : 4.3/5 (166 download)
Download or read book Martingales in Banach Spaces written by Gilles Pisier and published by Cambridge University Press. This book was released on 2016-06-06 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the major applications of martingales to the geometry of Banach spaces, and a substantial discussion of harmonic analysis in Banach space valued Hardy spaces is also presented. It covers exciting links between super-reflexivity and some metric spaces related to computer science, as well as an outline of the recently developed theory of non-commutative martingales, which has natural connections with quantum physics and quantum information theory. Requiring few prerequisites and providing fully detailed proofs for the main results, this self-contained study is accessible to graduate students with a basic knowledge of real and complex analysis and functional analysis. Chapters can be read independently, with each building from the introductory notes, and the diversity of topics included also means this book can serve as the basis for a variety of graduate courses.
Author : Alexey N. Karapetyants
Publisher : Springer Nature
ISBN 13 : 3030774937
Total Pages : 585 pages
Book Rating : 4.0/5 (37 download)
Download or read book Operator Theory and Harmonic Analysis written by Alexey N. Karapetyants and published by Springer Nature. This book was released on 2021-09-27 with total page 585 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is part of the collaboration agreement between Springer and the ISAAC society. This is the first in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis" (OTHA), Southern Federal University in Rostov-on-Don, Russia. This volume is focused on general harmonic analysis and its numerous applications. The two volumes cover new trends and advances in several very important fields of mathematics, developed intensively over the last decade. The relevance of this topic is related to the study of complex multiparameter objects required when considering operators and objects with variable parameters.
