Inequalities in Analysis and Probability
Title | Inequalities in Analysis and Probability PDF eBook |
Author | Odile Pons |
Publisher | World Scientific |
Pages | 232 |
Release | 2013 |
Genre | Mathematics |
ISBN | 9814412570 |
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.
Inequalities In Analysis And Probability (Second Edition)
Title | Inequalities In Analysis And Probability (Second Edition) PDF eBook |
Author | Odile Pons |
Publisher | World Scientific |
Pages | 309 |
Release | 2016-11-03 |
Genre | Mathematics |
ISBN | 9813144009 |
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.
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 |
Advances in Inequalities from Probability Theory and Statistics
Title | Advances in Inequalities from Probability Theory and Statistics PDF eBook |
Author | Neil S. Barnett |
Publisher | Nova Publishers |
Pages | 244 |
Release | 2008 |
Genre | Mathematics |
ISBN | 9781600219436 |
This is the first in a series of research monographs that focus on the research, development and use of inequalities in probability and statistics. All of the papers have been peer refereed and this first edition covers a range of topics that include both survey material of published work as well as new results appearing in print for the first time.
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.
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.
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.