Sharp Martingale And Semimartingale Inequalities

Download Sharp Martingale And Semimartingale Inequalities full books in PDF, epub, and Kindle. Read online Sharp Martingale And Semimartingale Inequalities ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Sharp Martingale and Semimartingale Inequalities

Author : Adam Osękowski
Publisher : Springer Science & Business Media
ISBN 13 : 3034803702
Total Pages : 471 pages
Book Rating : 4.0/5 (348 download)

DOWNLOAD NOW!

Book Synopsis Sharp Martingale and Semimartingale Inequalities by : Adam Osękowski

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.

Inequalities and Extremal Problems in Probability and Statistics

Author : Iosif Pinelis
Publisher : Academic Press
ISBN 13 : 0128098929
Total Pages : 198 pages
Book Rating : 4.1/5 (28 download)

DOWNLOAD NOW!

Book Synopsis Inequalities and Extremal Problems in Probability and Statistics by : Iosif Pinelis

Download or read book Inequalities and Extremal Problems in Probability and Statistics written by Iosif Pinelis and published by Academic Press. This book was released on 2017-05-10 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathematics, the sciences, and engineering. The book enables the reader to grasp the importance of inequalities and how they relate to probability and statistics. This will be an extremely useful book for researchers and graduate students in probability, statistics, and econometrics, as well as specialists working across sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks. Teaches users how to understand useful inequalities Applicable across mathematics, sciences, and engineering Presented by a team of leading experts

Bellman Function for Extremal Problems in BMO II: Evolution

Author : Paata Ivanisvili
Publisher : American Mathematical Soc.
ISBN 13 : 1470429543
Total Pages : 136 pages
Book Rating : 4.4/5 (74 download)

DOWNLOAD NOW!

Book Synopsis Bellman Function for Extremal Problems in BMO II: Evolution by : Paata Ivanisvili

Download or read book Bellman Function for Extremal Problems in BMO II: Evolution written by Paata Ivanisvili and published by American Mathematical Soc.. This book was released on 2018-10-03 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a previous study, the authors built the Bellman function for integral functionals on the space. The present paper provides a development of the subject. They abandon the majority of unwanted restrictions on the function that generates the functional. It is the new evolutional approach that allows the authors to treat the problem in its natural setting. What is more, these new considerations lighten dynamical aspects of the Bellman function, in particular, the evolution of its picture.

Martingale Inequalities: Seminar Notes on Recent Progress

Author : Adriano M. Garsia
Publisher :
ISBN 13 :
Total Pages : 200 pages
Book Rating : 4.:/5 (44 download)

DOWNLOAD NOW!

Book Synopsis Martingale Inequalities: Seminar Notes on Recent Progress by : Adriano M. Garsia

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:

Geometric Aspects of Harmonic Analysis

Author : Paolo Ciatti
Publisher : Springer Nature
ISBN 13 : 3030720586
Total Pages : 488 pages
Book Rating : 4.0/5 (37 download)

DOWNLOAD NOW!

Book Synopsis Geometric Aspects of Harmonic Analysis by : Paolo Ciatti

Download or read book Geometric Aspects of Harmonic Analysis written by Paolo Ciatti and published by Springer Nature. This book was released on 2021-09-27 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume originated in talks given in Cortona at the conference "Geometric aspects of harmonic analysis" held in honor of the 70th birthday of Fulvio Ricci. It presents timely syntheses of several major fields of mathematics as well as original research articles contributed by some of the finest mathematicians working in these areas. The subjects dealt with are topics of current interest in closely interrelated areas of Fourier analysis, singular integral operators, oscillatory integral operators, partial differential equations, multilinear harmonic analysis, and several complex variables. The work is addressed to researchers in the field.

The Bellman Function Technique in Harmonic Analysis

Author : Vasily Vasyunin
Publisher : Cambridge University Press
ISBN 13 : 1108486894
Total Pages : 465 pages
Book Rating : 4.1/5 (84 download)

DOWNLOAD NOW!

Book Synopsis The Bellman Function Technique in Harmonic Analysis by : Vasily Vasyunin

Download or read book The Bellman Function Technique in Harmonic Analysis written by Vasily Vasyunin and published by Cambridge University Press. This book was released on 2020-08-06 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive reference on the Bellman function method and its applications to various topics in probability and harmonic analysis.

Martingales in Banach Spaces

Author : Gilles Pisier
Publisher : Cambridge University Press
ISBN 13 : 1107137241
Total Pages : 591 pages
Book Rating : 4.1/5 (71 download)

DOWNLOAD NOW!

Book Synopsis Martingales in Banach Spaces by : Gilles Pisier

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 applications of martingales to the geometry of Banach spaces, and is accessible to graduate students.

Hardy Martingales

Author : Paul F. X. Müller
Publisher : Cambridge University Press
ISBN 13 : 1108985963
Total Pages : pages
Book Rating : 4.1/5 (89 download)

DOWNLOAD NOW!

Book Synopsis Hardy Martingales by : Paul F. X. Müller

Download or read book Hardy Martingales written by Paul F. X. Müller and published by Cambridge University Press. This book was released on 2022-07-14 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the probabilistic methods around Hardy martingales for an audience interested in their applications to complex, harmonic, and functional analysis. Building on work of Bourgain, Garling, Jones, Maurey, Pisier, and Varopoulos, it discusses in detail those martingale spaces that reflect characteristic qualities of complex analytic functions. Its particular themes are holomorphic random variables on Wiener space, and Hardy martingales on the infinite torus product, and numerous deep applications to the geometry and classification of complex Banach spaces, e.g., the SL∞ estimates for Doob's projection operator, the embedding of L1 into L1/H1, the isomorphic classification theorem for the polydisk algebras, or the real variables characterization of Banach spaces with the analytic Radon Nikodym property. Due to the inclusion of key background material on stochastic analysis and Banach space theory, it's suitable for a wide spectrum of researchers and graduate students working in classical and functional analysis.

Analysis in Banach Spaces

Author : Tuomas Hytönen
Publisher : Springer
ISBN 13 : 3319485202
Total Pages : 614 pages
Book Rating : 4.3/5 (194 download)

DOWNLOAD NOW!

Book Synopsis Analysis in Banach Spaces by : Tuomas Hytönen

Download or read book Analysis in Banach Spaces written by Tuomas Hytönen and published by Springer. This book was released on 2016-11-26 with total page 614 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present volume develops the theory of integration in Banach spaces, martingales and UMD spaces, and culminates in a treatment of the Hilbert transform, Littlewood-Paley theory and the vector-valued Mihlin multiplier theorem. Over the past fifteen years, motivated by regularity problems in evolution equations, there has been tremendous progress in the analysis of Banach space-valued functions and processes. The contents of this extensive and powerful toolbox have been mostly scattered around in research papers and lecture notes. Collecting this diverse body of material into a unified and accessible presentation fills a gap in the existing literature. The principal audience that we have in mind consists of researchers who need and use Analysis in Banach Spaces as a tool for studying problems in partial differential equations, harmonic analysis, and stochastic analysis. Self-contained and offering complete proofs, this work is accessible to graduate students and researchers with a background in functional analysis or related areas.

In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319185853
Total Pages : 619 pages
Book Rating : 4.3/5 (191 download)

DOWNLOAD NOW!

Book Synopsis In Memoriam Marc Yor - Séminaire de Probabilités XLVII by : Catherine Donati-Martin

Download or read book In Memoriam Marc Yor - Séminaire de Probabilités XLVII written by Catherine Donati-Martin and published by Springer. This book was released on 2015-09-07 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.

High Dimensional Probability VII

Author : Christian Houdré
Publisher : Birkhäuser
ISBN 13 : 3319405195
Total Pages : 480 pages
Book Rating : 4.3/5 (194 download)

DOWNLOAD NOW!

Book Synopsis High Dimensional Probability VII by : Christian Houdré

Download or read book High Dimensional Probability VII written by Christian Houdré and published by Birkhäuser. This book was released on 2016-09-21 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Études Scientifiques de Cargèse (IESC) in Corsica, France. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, and random graphs. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.

Positivity and Noncommutative Analysis

Author : Gerard Buskes
Publisher : Springer
ISBN 13 : 3030108503
Total Pages : 604 pages
Book Rating : 4.0/5 (31 download)

DOWNLOAD NOW!

Book Synopsis Positivity and Noncommutative Analysis by : Gerard Buskes

Download or read book Positivity and Noncommutative Analysis written by Gerard Buskes and published by Springer. This book was released on 2019-08-09 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt: Capturing the state of the art of the interplay between positivity, noncommutative analysis, and related areas including partial differential equations, harmonic analysis, and operator theory, this volume was initiated on the occasion of the Delft conference in honour of Ben de Pagter's 65th birthday. It will be of interest to researchers in positivity, noncommutative analysis, and related fields. Contributions by Shavkat Ayupov, Amine Ben Amor, Karim Boulabiar, Qingying Bu, Gerard Buskes, Martijn Caspers, Jurie Conradie, Garth Dales, Marcel de Jeu, Peter Dodds, Theresa Dodds, Julio Flores, Jochen Glück, Jacobus Grobler, Wolter Groenevelt, Markus Haase, Klaas Pieter Hart, Francisco Hernández, Jamel Jaber, Rien Kaashoek, Turabay Kalandarov, Anke Kalauch, Arkady Kitover, Erik Koelink, Karimbergen Kudaybergenov, Louis Labuschagne, Yongjin Li, Nick Lindemulder, Emiel Lorist, Qi Lü, Miek Messerschmidt, Susumu Okada, Mehmet Orhon, Denis Potapov, Werner Ricker, Stephan Roberts, Pablo Román, Anton Schep, Claud Steyn, Fedor Sukochev, James Sweeney, Guido Sweers, Pedro Tradacete, Jan Harm van der Walt, Onno van Gaans, Jan van Neerven, Arnoud van Rooij, Freek van Schagen, Dominic Vella, Mark Veraar, Anthony Wickstead, Marten Wortel, Ivan Yaroslavtsev, and Dmitriy Zanin.

Selected Works of Donald L. Burkholder

Author : Burgess Davis
Publisher : Springer Science & Business Media
ISBN 13 : 1441972455
Total Pages : 715 pages
Book Rating : 4.4/5 (419 download)

DOWNLOAD NOW!

Book Synopsis Selected Works of Donald L. Burkholder by : Burgess Davis

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.

Martingale Spaces and Inequalities

Author : Ruilin Long
Publisher : Springer Science & Business Media
ISBN 13 : 3322992667
Total Pages : 350 pages
Book Rating : 4.3/5 (229 download)

DOWNLOAD NOW!

Book Synopsis Martingale Spaces and Inequalities by : Ruilin Long

Download or read book Martingale Spaces and Inequalities written by Ruilin Long and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Spaces and Inequalities

Author : Ruilin Long
Publisher :
ISBN 13 : 9787301020692
Total Pages : 344 pages
Book Rating : 4.0/5 (26 download)

DOWNLOAD NOW!

Book Synopsis Martingale Spaces and Inequalities by : Ruilin Long

Download or read book Martingale Spaces and Inequalities written by Ruilin Long and published by . This book was released on 1993 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Decoupling

Author : Victor de la Peña
Publisher : Springer Science & Business Media
ISBN 13 : 1461205379
Total Pages : 405 pages
Book Rating : 4.4/5 (612 download)

DOWNLOAD NOW!

Book Synopsis Decoupling by : Victor de la Peña

Download or read book Decoupling written by Victor de la Peña and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Probabilistic Behavior of Harmonic Functions

Author : Rodrigo Banuelos
Publisher : Birkhäuser
ISBN 13 : 3034887280
Total Pages : 220 pages
Book Rating : 4.0/5 (348 download)

DOWNLOAD NOW!

Book Synopsis Probabilistic Behavior of Harmonic Functions by : Rodrigo Banuelos

Download or read book Probabilistic Behavior of Harmonic Functions written by Rodrigo Banuelos and published by Birkhäuser. This book was released on 2012-12-06 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: Harmonic analysis and probability have long enjoyed a mutually beneficial relationship that has been rich and fruitful. This monograph, aimed at researchers and students in these fields, explores several aspects of this relationship. The primary focus of the text is the nontangential maximal function and the area function of a harmonic function and their probabilistic analogues in martingale theory. The text first gives the requisite background material from harmonic analysis and discusses known results concerning the nontangential maximal function and area function, as well as the central and essential role these have played in the development of the field.The book next discusses further refinements of traditional results: among these are sharp good-lambda inequalities and laws of the iterated logarithm involving nontangential maximal functions and area functions. Many applications of these results are given. Throughout, the constant interplay between probability and harmonic analysis is emphasized and explained. The text contains some new and many recent results combined in a coherent presentation.