Inequalities in Analysis and Probability

ISBN-13: 9789814412575 / Angielski / Twarda / 2013 / 232 str.

Odile Pons

Opis

Introduces classical inequalities in vector and functional spaces with applications to probability. This book develops 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.