Martingale Inequalities: Seminar Notes on Recent Progress PDF Download

Author: Adriano M. Garsia
Publisher:
ISBN:
Category : Inequalities (Mathematics).
Languages : en
Pages : 200

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Author: Adam Osękowski
Publisher: Springer Science & Business Media
ISBN: 3034803702
Category : Mathematics
Languages : en
Pages : 471

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Book Description
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.​

Author: A.R. Dorling
Publisher: Butterworth-Heinemann
ISBN: 1483164721
Category : Mathematics
Languages : en
Pages : 273

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Book Description
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.

Author: Henryk Hudzik
Publisher: CRC Press
ISBN: 1482270501
Category : Mathematics
Languages : en
Pages : 534

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Book Description
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.

Author: J.-A. Chao
Publisher: Springer
ISBN: 354039284X
Category : Mathematics
Languages : en
Pages : 238

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Author: Allan Gut
Publisher: Springer Science & Business Media
ISBN: 1475719922
Category : Mathematics
Languages : en
Pages : 208

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Book Description
My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then recent book Stochastic Processes by Professor N.D. Prabhu was one of the requirements. Later, my teacher, Professor Carl-Gustav Esseen, gave me some problems in this area for a possible thesis, the result of which was Gut (1974a). Over the years I have, on and off, continued research in this field. During this time it has become clear that many limit theorems can be obtained with the aid of limit theorems for random walks indexed by families of positive, integer valued random variables, typically by families of stopping times. During the spring semester of 1984 Professor Prabhu visited Uppsala and very soon got me started on a book focusing on this aspect. I wish to thank him for getting me into this project, for his advice and suggestions, as well as his kindness and hospitality during my stay at Cornell in the spring of 1985. Throughout the writing of this book I have had immense help and support from Svante Janson. He has not only read, but scrutinized, every word and every formula of this and earlier versions of the manuscript. My gratitude to him for all the errors he found, for his perspicacious suggestions and remarks and, above all, for what his unusual personal as well as scientific generosity has meant to me cannot be expressed in words.

Author: Marvin J. Greenberg
Publisher: CRC Press
ISBN: 0429970951
Category : Mathematics
Languages : en
Pages : 332

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Book Description
Great first book on algebraic topology. Introduces (co)homology through singular theory.

Author: Library of Congress. Copyright Office
Publisher: Copyright Office, Library of Congress
ISBN:
Category : Copyright
Languages : en
Pages : 1406

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Author: Christopher G. Small
Publisher: John Wiley & Sons
ISBN: 1118165535
Category : Mathematics
Languages : en
Pages : 268

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Book Description
Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.

Author: Burgess Davis
Publisher: Springer Science & Business Media
ISBN: 1441972455
Category : Mathematics
Languages : en
Pages : 715

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Book Description
This book chronicles Donald Burkholder's thirty-five year study of martingales and its consequences. Here are some of the highlights. Pioneering work by Burkholder and Donald Austin on the discrete time martingale square function led to Burkholder and Richard Gundy's proof of inequalities comparing the quadratic variations and maximal functions of continuous martingales, inequalities which are now indispensable tools for stochastic analysis. Part of their proof showed how novel distributional inequalities between the maximal function and quadratic variation lead to inequalities for certain integrals of functions of these operators. The argument used in their proof applies widely and is now called the Burkholder-Gundy good lambda method. This uncomplicated and yet extremely elegant technique, which does not involve randomness, has become important in many parts of mathematics. The continuous martingale inequalities were then used by Burkholder, Gundy, and Silverstein to prove the converse of an old and celebrated theorem of Hardy and Littlewood. This paper transformed the theory of Hardy spaces of analytic functions in the unit disc and extended and completed classical results of Marcinkiewicz concerning norms of conjugate functions and Hilbert transforms. While some connections between probability and analytic and harmonic functions had previously been known, this single paper persuaded many analysts to learn probability. These papers together with Burkholder's study of martingale transforms led to major advances in Banach spaces. A simple geometric condition given by Burkholder was shown by Burkholder, Terry McConnell, and Jean Bourgain to characterize those Banach spaces for which the analog of the Hilbert transform retains important properties of the classical Hilbert transform. Techniques involved in Burkholder's usually successful pursuit of best constants in martingale inequalities have become central to extensive recent research into two well- known open problems, one involving the two dimensional Hilbert transform and its connection to quasiconformal mappings and the other a conjecture in the calculus of variations concerning rank-one convex and quasiconvex functions. This book includes reprints of many of Burkholder's papers, together with two commentaries on his work and its continuing impact.