Inequalities In Analysis And Probability (Third Edition)
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A01=Odile Pons
Author_Odile Pons
BAfA 1/4 rkholderAcAEURA"DavisAcAEURA"Gundy Inequality
Bennet's Inequality
Branching Process
Brownian Bridge
Brownian Motion
Burkholder-Davis-Gundy Inequality
Bürkholder–Davis–Gundy Inequality
Carlson's Inequality
Category=PBT
Cauchy's Inequality
Chapman-Kolmogorov Equations
ChapmanAcAEURA"Kolmogorov Equations
Chapman–Kolmogorov Equations
Chernov's Inequality
Complex Space
Convex Inequality
Diffusion Process
Doob's Inequality
Empirical Process
Entropy
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Ergodicity
Exponential Martingales
Fourier Transform
Geometric Mean
HAfA'lder's Inequality
Hardy's Inequality
Hermite Transform
Hilbert Space
Hilbert's Inequality
Hitting Times
Holder's Inequality
Hôlder's Inequality
Information
Integral Equation
Integration Theory
LAfA(C)pingle's Inequality
Laplace Transform
Large Deviations
Lenglart's Inequality
Lepingle's Inequality
Local Martingales
Lépingle's Inequality
Markov Process
Maximum Process
Minkowsky's Inequality
Point Process
Poisson Process
Polynomial Equation
Predictable Compensator
Probability Theory
Quadratic Variations
Renewal Process
Ruin Time
Semi-Markovian Process
Shock Process
Sojourn Time
Sparre Anderson Ruin Model
Spatial Martingale
Spatial Process
Stationary Process
Stochastic Integral
Stopping Time
Sums of Random Variables
Tail Probability
Young Inequality
Product details
- ISBN 9789811231346
- Publication Date: 11 Nov 2021
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
