Inequalities In Analysis And Probability
Publisher: World Scientific Publishing Company
Published: 2012
Language: eng
Number of pages: 221
ISBN-13: 9789814412575
Description: The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new 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. The proofs of the new results are presented in great detail.