Martingales in Banach Spaces - Gilles Pisier

Martingales in Banach Spaces

(Autor)

Buch | Hardcover
580 Seiten
2016
Cambridge University Press (Verlag)
978-1-107-13724-0 (ISBN)
75,95 inkl. MwSt
Martingales arise in many areas of probability theory. This book focuses on their applications to the geometry of Banach spaces and discusses the interplay of Banach space valued martingales with various other areas of analysis. It is accessible to graduates with a basic knowledge of real and complex analysis.
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.

Gilles Pisier is Emeritus Professor at the University of Paris VI, where he worked from 1981 to 2010. He is also a Distinguished Professor and holder of the Owen Chair in Mathematics at Texas A&M University. His international prizes include the Salem Prize in harmonic analysis (1979), the Ostrowski Prize (1997), and the Stefan Banach Medal (2001). He is a member of the Paris Académie des Sciences, a Foreign member of the Polish and Indian Academies of Science, and a Fellow of both the IMS and the AMS. He is also the author of several books, notably The Volume of Convex Bodies and Banach Space Geometry (Cambridge, 1989) and Introduction to Operator Space Theory (Cambridge, 2003).

Introduction; Description of the contents; 1. Banach space valued martingales; 2. Radon Nikodým property; 3. Harmonic functions and RNP; 4. Analytic functions and ARNP; 5. The UMD property for Banach spaces; 6. Hilbert transform and UMD Banach spaces; 7. Banach space valued H1 and BMO; 8. Interpolation methods; 9. The strong p-variation of martingales; 10. Uniformly convex of martingales; 11. Super-reflexivity; 12. Interpolation and strong p-variation; 13. Martingales and metric spaces; 14. Martingales in non-commutative LP *.

Reihe/Serie Cambridge Studies in Advanced Mathematics
Zusatzinfo 11 Line drawings, black and white
Verlagsort Cambridge
Sprache englisch
Maße 157 x 235 mm
Gewicht 930 g
Themenwelt Mathematik / Informatik Mathematik Algebra
Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
ISBN-10 1-107-13724-1 / 1107137241
ISBN-13 978-1-107-13724-0 / 9781107137240
Zustand Neuware
Haben Sie eine Frage zum Produkt?
Mehr entdecken
aus dem Bereich