Geometry and Martingales in Banach Spaces
Nonfiction, Science & Nature, Mathematics, Geometry, Applied
| Author: | Wojbor A. Woyczynski | ISBN: | 9780429868825 |
| Publisher: | CRC Press | Publication: | October 12, 2018 |
| Imprint: | CRC Press | Language: | English |
| Author: | Wojbor A. Woyczynski |
| ISBN: | 9780429868825 |
| Publisher: | CRC Press |
| Publication: | October 12, 2018 |
| Imprint: | CRC Press |
| Language: | English |
Geometry and Martingales in Banach Spaces provides a compact exposition of the results explaining the interrelations existing between the metric geometry of Banach spaces and the theory of martingales, and general random vectors with values in those Banach spaces. Geometric concepts such as dentability, uniform smoothness, uniform convexity, Beck convexity, etc. turn out to characterize asymptotic behavior of martingales with values in Banach spaces.
Geometry and Martingales in Banach Spaces provides a compact exposition of the results explaining the interrelations existing between the metric geometry of Banach spaces and the theory of martingales, and general random vectors with values in those Banach spaces. Geometric concepts such as dentability, uniform smoothness, uniform convexity, Beck convexity, etc. turn out to characterize asymptotic behavior of martingales with values in Banach spaces.
