Martingales in Banach Spaces

Martingales in Banach Spaces

Author: Gilles Pisier

Publisher: Cambridge University Press

Published: 2016-06-06

Total Pages: 591

ISBN-13: 1316679462

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This book focuses on the major applications of martingales to the geometry of Banach spaces, and a substantial discussion of harmonic analysis in Banach space valued Hardy spaces is also presented. It covers exciting links between super-reflexivity and some metric spaces related to computer science, as well as an outline of the recently developed theory of non-commutative martingales, which has natural connections with quantum physics and quantum information theory. Requiring few prerequisites and providing fully detailed proofs for the main results, this self-contained study is accessible to graduate students with a basic knowledge of real and complex analysis and functional analysis. Chapters can be read independently, with each building from the introductory notes, and the diversity of topics included also means this book can serve as the basis for a variety of graduate courses.


Hardy Martingales

Hardy Martingales

Author: Paul F. X. Müller

Publisher: Cambridge University Press

Published: 2022-07-14

Total Pages: 517

ISBN-13: 1108838677

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This book presents the probabilistic methods around Hardy martingales for applications to complex, harmonic, and functional analysis.


Martingale Hardy Spaces and Summability of One-Dimensional Vilenkin-Fourier Series

Martingale Hardy Spaces and Summability of One-Dimensional Vilenkin-Fourier Series

Author: Lars-Erik Persson

Publisher: Springer Nature

Published: 2022-11-22

Total Pages: 633

ISBN-13: 3031144597

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This book discusses, develops and applies the theory of Vilenkin-Fourier series connected to modern harmonic analysis. The classical theory of Fourier series deals with decomposition of a function into sinusoidal waves. Unlike these continuous waves the Vilenkin (Walsh) functions are rectangular waves. Such waves have already been used frequently in the theory of signal transmission, multiplexing, filtering, image enhancement, code theory, digital signal processing and pattern recognition. The development of the theory of Vilenkin-Fourier series has been strongly influenced by the classical theory of trigonometric series. Because of this it is inevitable to compare results of Vilenkin-Fourier series to those on trigonometric series. There are many similarities between these theories, but there exist differences also. Much of these can be explained by modern abstract harmonic analysis, which studies orthonormal systems from the point of view of the structure of a topological group. The first part of the book can be used as an introduction to the subject, and the following chapters summarize the most recent research in this fascinating area and can be read independently. Each chapter concludes with historical remarks and open questions. The book will appeal to researchers working in Fourier and more broad harmonic analysis and will inspire them for their own and their students' research. Moreover, researchers in applied fields will appreciate it as a sourcebook far beyond the traditional mathematical domains.


Probability with Martingales

Probability with Martingales

Author: David Williams

Publisher: Cambridge University Press

Published: 1991-02-14

Total Pages: 274

ISBN-13: 9780521406055

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This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.


Probability Theory and Applications

Probability Theory and Applications

Author: J. Galambos

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 359

ISBN-13: 9401128170

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This volume contains twenty-two original contributions by leading scientists in many important areas of probability theory and its applications. The material also includes significant new results. Together this collection of papers provides a good state-of-the-art survey of current research in the following areas: inequalities; limit theorems; renewal theory and reliability theory; characterizations of distributions; infinite divisibility of polynomials of normal variables; limiting distributions for order statistics; stochastic processes; functional equations in engineering model building; and probabilistic number theory.


Measures, Integrals and Martingales

Measures, Integrals and Martingales

Author: René L. Schilling

Publisher: Cambridge University Press

Published: 2017-04-03

Total Pages: 497

ISBN-13: 1108161758

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A concise yet elementary introduction to measure and integration theory, which are vital in many areas of mathematics, including analysis, probability, mathematical physics and finance. In this highly successful textbook, core ideas of measure and integration are explored, and martingales are used to develop the theory further. Other topics are also covered such as Jacobi's transformation theorem, the Radon–Nikodym theorem, differentiation of measures and Hardy–Littlewood maximal functions. In this second edition, readers will find newly added chapters on Hausdorff measures, Fourier analysis, vague convergence and classical proofs of Radon–Nikodym and Riesz representation theorems. All proofs are carefully worked out to ensure full understanding of the material and its background. Requiring few prerequisites, this book is suitable for undergraduate lecture courses or self-study. Numerous illustrations and over 400 exercises help to consolidate and broaden knowledge. Full solutions to all exercises are available on the author's webpage at www.motapa.de. This book forms a sister volume to René Schilling's other book Counterexamples in Measure and Integration (www.cambridge.org/9781009001625).


Finite or Infinite Dimensional Complex Analysis

Finite or Infinite Dimensional Complex Analysis

Author: Joji Kajiwara

Publisher: CRC Press

Published: 2019-05-07

Total Pages: 674

ISBN-13: 0429530005

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This volume presents the proceedings of the Seventh International Colloquium on Finite or Infinite Dimensional Complex Analysis held in Fukuoka, Japan. The contributions offer multiple perspectives and numerous research examples on complex variables, Clifford algebra variables, hyperfunctions and numerical analysis.


Analysis of Divergence

Analysis of Divergence

Author: William Bray

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 568

ISBN-13: 1461222362

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The 7th International Workshop in Analysis and its Applications (IWAA) was held at the University of Maine, June 1-6, 1997 and featured approxi mately 60 mathematicians. The principal theme of the workshop shares the title of this volume and the latter is a direct outgrowth of the workshop. IWAA was founded in 1984 by Professor Caslav V. Stanojevic. The first meeting was held in the resort complex Kupuri, Yugoslavia, June 1-10, 1986, with two pilot meetings preceding. The Organization Committee to gether with the Advisory Committee (R. P. Boas, R. R. Goldberg, J. P. Kahne) set forward the format and content of future meetings. A certain number of papers were presented that later appeared individually in such journals as the Proceedings of the AMS, Bulletin of the AMS, Mathematis chen Annalen, and the Journal of Mathematical Analysis and its Applica tions. The second meeting took place June 1-10, 1987, at the same location. At the plenary session of this meeting it was decided that future meetings should have a principal theme. The theme for the third meeting (June 1- 10, 1989, Kupuri) was Karamata's Regular Variation. The principal theme for the fourth meeting (June 1-10, 1990, Kupuri) was Inner Product and Convexity Structures in Analysis, Mathematical Physics, and Economics. The fifth meeting was to have had the theme, Analysis and Foundations, organized in cooperation with Professor A. Blass (June 1-10, 1991, Kupuri).