Martingale Inequalities: Seminar Notes on Recent Progress - 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 Martingale Inequalities: Seminar Notes on Recent Progress write by Adriano M. Garsia. This book was released on 1973. Martingale Inequalities: Seminar Notes on Recent Progress available in PDF, EPUB and Kindle.
Sharp Martingale and Semimartingale Inequalities
Sharp Martingale and Semimartingale 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 Sharp Martingale and Semimartingale Inequalities write by Adam Osękowski. This book was released on 2012-08-14. Sharp Martingale and Semimartingale Inequalities available in PDF, EPUB and Kindle. 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.
Use of Mathematical Literature
Use of Mathematical Literature - 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 Use of Mathematical Literature write by A.R. Dorling. This book was released on 2014-05-20. Use of Mathematical Literature available in PDF, EPUB and Kindle. 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.
Martingale Limit Theory and Its Application
Martingale Limit Theory and Its Application - 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 Martingale Limit Theory and Its Application write by P. Hall. This book was released on 2014-07-10. Martingale Limit Theory and Its Application available in PDF, EPUB and Kindle. 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.
Function Spaces
Function Spaces - 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 Function Spaces write by Henryk Hudzik. This book was released on 2000-07-18. Function Spaces available in PDF, EPUB and Kindle. 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.
