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Inequalities In Analysis And Probability (Hardcover, Second Edition)
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Inequalities In Analysis And Probability (Hardcover, Second Edition)
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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.
General
Imprint: |
World Scientific Publishing Co Pte Ltd
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Country of origin: |
Singapore |
Release date: |
2017 |
First published: |
2017 |
Authors: |
Odile Pons
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Dimensions: |
158 x 235 x 23mm (L x W x T) |
Format: |
Hardcover - Cloth over boards
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Pages: |
308 |
Edition: |
Second Edition |
ISBN-13: |
978-981-3143-98-2 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
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LSN: |
981-3143-98-3 |
Barcode: |
9789813143982 |
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