Inequalities In Analysis And Probability (Third Edition)
Title | Inequalities In Analysis And Probability (Third Edition) PDF eBook |
Author | Odile Pons |
Publisher | World Scientific |
Pages | 371 |
Release | 2021-10-18 |
Genre | Mathematics |
ISBN | 9811231362 |
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 (Third Edition)
Title | Inequalities In Analysis And Probability (Third Edition) PDF eBook |
Author | Odile Pons |
Publisher | |
Pages | 371 |
Release | 2021 |
Genre | Electronic books |
ISBN | 9789811231353 |
"The book is complementary to the classical courses on vector and functional Hilbert spaces, integration theory and probability which focus on inequalities; The preliminary chapter introduces most classical inequalities which are generalized to more complex models with detailed proofs; It covers different domains from existing books and contains many new results; It gathers inequalities from several domains of mathematics which are not generally presented together, in a unified approach; The topics include many stochastic processes with specific inequalities and the basis of the stochastic calculus is developed in numerous applications"--
Concentration of Measure Inequalities in Information Theory, Communications, and Coding
Title | Concentration of Measure Inequalities in Information Theory, Communications, and Coding PDF eBook |
Author | Maxim Raginsky |
Publisher | |
Pages | 256 |
Release | 2014 |
Genre | Computers |
ISBN | 9781601989062 |
Concentration of Measure Inequalities in Information Theory, Communications, and Coding focuses on some of the key modern mathematical tools that are used for the derivation of concentration inequalities, on their links to information theory, and on their various applications to communications and coding.
Probability Inequalities
Title | Probability Inequalities PDF eBook |
Author | Zhengyan Lin |
Publisher | Springer Science & Business Media |
Pages | 192 |
Release | 2011-05-30 |
Genre | Mathematics |
ISBN | 3642052614 |
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.
Analysis And Differential Equations (Second Edition)
Title | Analysis And Differential Equations (Second Edition) PDF eBook |
Author | Odile Pons |
Publisher | World Scientific |
Pages | 305 |
Release | 2022-12-19 |
Genre | Mathematics |
ISBN | 9811268584 |
The book presents advanced methods of integral calculus and optimization, the classical theory of ordinary and partial differential equations and systems of dynamical equations. It provides explicit solutions of linear and nonlinear differential equations, and implicit solutions with discrete approximations.The main changes of this second edition are: the addition of theoretical sections proving the existence and the unicity of the solutions for linear differential equations on real and complex spaces and for nonlinear differential equations defined by locally Lipschitz functions of the derivatives, as well as the approximations of nonlinear parabolic, elliptic, and hyperbolic equations with locally differentiable operators which allow to prove the existence of their solutions; furthermore, the behavior of the solutions of differential equations under small perturbations of the initial condition or of the differential operators is studied.
Inequalities In Analysis And Probability
Title | Inequalities In Analysis And Probability PDF eBook |
Author | Odile Pons |
Publisher | World Scientific |
Pages | 232 |
Release | 2012-11-29 |
Genre | Mathematics |
ISBN | 9814412597 |
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 Statistics and Probability
Title | Inequalities in Statistics and Probability PDF eBook |
Author | Yung Liang Tong |
Publisher | IMS |
Pages | 270 |
Release | 1984 |
Genre | Mathematics |
ISBN | 9780940600041 |