Inequalities in Analysis and Probability (ePub)
(Sprache: Englisch)
-->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...
Leider schon ausverkauft
eBook
92.99 €
46 DeutschlandCard Punkte sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Inequalities in Analysis and Probability (ePub)“
-->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. --> -->Contents:PreliminariesInequalities for Means and IntegralsAnalytic InequalitiesInequalities for MartingalesStochastic CalculusFunctional InequalitiesMarkov ProcessesInequalities for ProcessesInequalities in Complex SpacesAppendix A: Probability --> -->Readership: Graduate students and researchers in probability and integration theory. -->Key Features:It provides a unique treatment for stochastic processes and equations of their hitting timesThe additional chapters present new results which generalize the existing theory of stochastic processes and calculusIt covers functional framework for the renewal theory, the exponential sub-martingales and the hitting times and the local times of Gaussian processes and processes with independent incrementsThe properties of the hitting times of the semi-Markovian processes are presented in an original functional framework
Bibliographische Angaben
- Autor: Odile Pons
- 2016, Englisch
- Verlag: World Scientific Publishing Company
- ISBN-10: 9813144009
- ISBN-13: 9789813144002
- Erscheinungsdatum: 03.11.2016
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: ePub
- Größe: 41 MB
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Inequalities in Analysis and Probability"
0 Gebrauchte Artikel zu „Inequalities in Analysis and Probability“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Inequalities in Analysis and Probability".
Kommentar verfassen