Inequalities in Analysis and Probability (Third Edition) (Hardcover) (ISBN-13: 9789811231346)

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.

Author: Odile Pons
ISBN-10: 9811231346
ISBN-13: 9789811231346
Publisher: World Scientific Publishing Company
Language: English
Published: 11/11/2021
Pages: 372
Format: Hardcover
Weight: 1.47lbs
Size: 9.00h x 6.00w x 0.88d