Inequalities in Analysis and Probability - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Inequalities in Analysis and Probability write by Odile Pons. This book was released on 2013. Inequalities in Analysis and Probability available in PDF, EPUB and Kindle. 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 the new results are presented in great detail. Book jacket.
Probability Inequalities
Probability Inequalities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Probability Inequalities write by Zhengyan Lin. This book was released on 2011-05-30. Probability Inequalities available in PDF, EPUB and Kindle. Inequality has become an essential tool in many areas of mathematical research, for example in probability and statistics where it is frequently used in the proofs. "Probability Inequalities" covers inequalities related with events, distribution functions, characteristic functions, moments and random variables (elements) and their sum. The book shall serve as a useful tool and reference for scientists in the areas of probability and statistics, and applied mathematics. Prof. Zhengyan Lin is a fellow of the Institute of Mathematical Statistics and currently a professor at Zhejiang University, Hangzhou, China. He is the prize winner of National Natural Science Award of China in 1997. Prof. Zhidong Bai is a fellow of TWAS and the Institute of Mathematical Statistics; he is a professor at the National University of Singapore and Northeast Normal University, Changchun, China.
Inequalities In Analysis And Probability (Third Edition)
Inequalities In Analysis And Probability (Third Edition) - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Inequalities In Analysis And Probability (Third Edition) write by Odile Pons. This book was released on 2021-10-18. Inequalities In Analysis And Probability (Third Edition) available in PDF, EPUB and Kindle. The book introduces classical inequalities in vector and functional spaces with applications to probability. It develops new analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales, to transformed Brownian motions and diffusions, to Markov and point processes, renewal, branching and shock processes.In this third edition, the inequalities for martingales are presented in two chapters for discrete and time-continuous local martingales with new results for the bound of the norms of a martingale by the norms of the predictable processes of its quadratic variations, for the norms of their supremum and their p-variations. More inequalities are also covered for the tail probabilities of Gaussian processes and for spatial processes.This book is well-suited for undergraduate and graduate students as well as researchers in theoretical and applied mathematics.
Inequalities In Analysis And Probability
Inequalities In Analysis And Probability - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Inequalities In Analysis And Probability write by Odile Pons. This book was released on 2012-11-29. Inequalities In Analysis And Probability available in PDF, EPUB and Kindle. 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 the new results are presented in great detail.
Inequalities In Analysis And Probability (Second Edition)
Inequalities In Analysis And Probability (Second Edition) - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Inequalities In Analysis And Probability (Second Edition) write by Odile Pons. This book was released on 2016-11-03. Inequalities In Analysis And Probability (Second Edition) available in PDF, EPUB and Kindle. 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.
