Geometry and Martingales in Banach Spaces

Nonfiction, Science & Nature, Mathematics, Geometry, Applied
Cover of the book Geometry and Martingales in Banach Spaces by Wojbor A. Woyczynski, CRC Press
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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.

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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.

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